-60.3%
TSLL vs SPOT
+419.7%
-479.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -20.9% |
| 7D | -28.9% | +10.3% | -39.1% | -32.2% |
| 30D | -21.4% | +25.9% | -47.3% | -30.9% |
| 3M | +5.0% | +27.4% | -22.4% | -9.3% |
| 6M | -36.6% | +46.5% | -83.0% | -50.7% |
| YTD | -56.6% | +5.8% | -62.5% | -60.2% |
| 1Y | -60.9% | -0.9% | -60.0% | -62.7% |
| 3Y | -25.2% | +261.5% | -286.7% | -66.1% |
| All | -60.3% | +419.7% | -479.9% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling