-36.6%
TSLL vs SPOT
+40.3%
-76.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -22.4% |
| 7D | -28.9% | +10.3% | -39.1% | -26.8% |
| 30D | -21.4% | +25.9% | -47.3% | -16.7% |
| 3M | +5.0% | +27.4% | -22.4% | +11.7% |
| 6M | -36.6% | +46.5% | -83.0% | -30.9% |
| All | -36.6% | +40.3% | -76.8% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling