-48.9%
TSLL vs SPOT
-1.8%
-47.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.9% |
| 7D | -14.3% | +2.5% | -16.8% | -14.3% |
| 30D | -6.2% | +15.1% | -21.3% | -6.8% |
| 3M | +21.2% | +24.8% | -3.6% | +18.9% |
| 6M | -36.6% | +45.8% | -82.4% | -40.4% |
| YTD | -47.8% | +4.9% | -52.7% | -47.3% |
| All | -48.9% | -1.8% | -47.2% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling