-54.3%
TSLL vs SPXS
-21.5%
-32.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +7.5% |
| 7D | -21.2% | +7.5% | -28.7% | -9.7% |
| 30D | -13.3% | +17.5% | -30.8% | +14.4% |
| 3M | +15.4% | +14.7% | +0.7% | +50.9% |
| 6M | -34.2% | -0.1% | -34.1% | -21.1% |
| YTD | -52.9% | -19.7% | -33.2% | -52.3% |
| 1Y | -54.3% | -23.6% | -30.7% | -56.1% |
| All | -54.3% | -21.5% | -32.8% | -56.1% |
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