-49.1%
TSLL vs SPOT
+418.2%
-467.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.8% |
| 7D | +17.8% | +1.6% | +16.2% | +16.9% |
| 30D | +8.2% | +16.9% | -8.7% | -1.1% |
| 3M | +20.9% | +23.0% | -2.1% | +6.3% |
| 6M | -37.5% | +42.2% | -79.7% | -50.6% |
| YTD | -44.5% | +5.5% | -50.0% | -49.0% |
| 1Y | -33.0% | -5.1% | -27.9% | -34.4% |
| 3Y | -6.4% | +257.9% | -264.3% | -57.4% |
| All | -49.1% | +418.2% | -467.3% | -82.4% |
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