-34.2%
TSLL vs SPMO
-11.1%
-23.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +5.8% |
| 7D | -21.2% | -8.7% | -12.5% | -6.1% |
| 30D | -13.3% | -18.7% | +5.4% | +25.7% |
| 3M | +15.4% | -16.4% | +31.8% | +59.2% |
| 6M | -34.2% | -11.9% | -22.4% | -17.8% |
| All | -34.2% | -11.1% | -23.2% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling