-56.8%
TSLL vs SPXS
-83.9%
+27.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +7.6% |
| 7D | -21.2% | +7.5% | -28.7% | -10.7% |
| 30D | -13.3% | +17.5% | -30.8% | +11.6% |
| 3M | +15.4% | +14.7% | +0.7% | +47.5% |
| 6M | -34.2% | -0.1% | -34.1% | -22.0% |
| YTD | -52.9% | -19.7% | -33.2% | -54.2% |
| 1Y | -54.3% | -23.6% | -30.7% | -57.1% |
| 3Y | -18.4% | -79.2% | +60.8% | -58.6% |
| All | -56.8% | -83.9% | +27.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling