-48.9%
TSLL vs SPOT
+415.2%
-464.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.6% |
| 7D | +0.5% | -3.0% | +3.4% | +2.2% |
| 30D | +2.7% | +15.2% | -12.5% | -5.4% |
| 3M | +26.3% | +21.6% | +4.7% | +11.8% |
| 6M | -37.2% | +45.2% | -82.4% | -51.0% |
| YTD | -44.2% | +4.9% | -49.1% | -48.6% |
| 1Y | -44.0% | -4.8% | -39.2% | -45.3% |
| 3Y | 0.0% | +256.3% | -256.2% | -54.3% |
| All | -48.9% | +415.2% | -464.1% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling