-49.1%
TSLL vs SPMO
+149.3%
-198.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | +0.1% |
| 7D | +17.8% | +6.3% | +11.5% | +1.7% |
| 30D | +8.2% | -8.9% | +17.1% | +38.6% |
| 3M | +20.9% | -13.2% | +34.1% | +73.6% |
| 6M | -37.5% | -9.3% | -28.2% | -20.8% |
| YTD | -44.5% | +11.6% | -56.1% | -60.1% |
| 1Y | -33.0% | +13.4% | -46.3% | -53.9% |
| 3Y | -6.4% | +122.9% | -129.3% | -76.4% |
| All | -49.1% | +149.3% | -198.5% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling