-48.9%
TSLL vs SPXS
-26.8%
-22.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -7.0% | +17.9% | +1.0% |
| 7D | -14.3% | -1.5% | -12.8% | -12.4% |
| 30D | -6.2% | +9.6% | -15.8% | +13.2% |
| 3M | +21.2% | +8.5% | +12.7% | +47.6% |
| 6M | -36.6% | -5.8% | -30.8% | -29.6% |
| YTD | -47.8% | -25.4% | -22.4% | -51.6% |
| All | -48.9% | -26.8% | -22.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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