-18.4%
TSLL vs SPMO
+116.1%
-134.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +4.4% |
| 7D | -21.2% | -8.7% | -12.5% | +1.9% |
| 30D | -13.3% | -18.7% | +5.4% | +52.3% |
| 3M | +15.4% | -16.4% | +31.8% | +86.1% |
| 6M | -34.2% | -11.9% | -22.4% | -11.7% |
| YTD | -52.9% | +4.9% | -57.8% | -63.7% |
| 1Y | -54.3% | +6.2% | -60.5% | -65.9% |
| 3Y | -18.4% | +115.1% | -133.5% | -81.8% |
| All | -18.4% | +116.1% | -134.5% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling