-37.7%
TSLL vs SPMO
+25.8%
-63.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -14.5% |
| 7D | +1.9% | +2.0% | -0.1% | -1.6% |
| 30D | +17.8% | -0.4% | +18.1% | +17.9% |
| 3M | -37.0% | -1.9% | -35.1% | -34.6% |
| 6M | -37.7% | +25.0% | -62.7% | -55.9% |
| All | -37.7% | +25.8% | -63.5% | -55.9% |
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