-55.4%
TSLL vs SPMO
+181.7%
-237.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -15.7% |
| 7D | +1.9% | +2.0% | -0.1% | -3.3% |
| 30D | +17.8% | -0.4% | +18.1% | +17.7% |
| 3M | -37.0% | -1.9% | -35.1% | -34.7% |
| 6M | -37.7% | +25.0% | -62.7% | -66.8% |
| YTD | -51.4% | +26.0% | -77.4% | -74.6% |
| 1Y | -23.4% | +28.7% | -52.0% | -61.1% |
| 3Y | -30.8% | +160.9% | -191.7% | -88.0% |
| All | -55.4% | +181.7% | -237.1% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling