-49.1%
TSLL vs SPXS
-85.2%
+36.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -2.0% |
| 7D | +17.8% | -7.5% | +25.4% | +7.8% |
| 30D | +8.2% | +5.3% | +2.9% | +22.3% |
| 3M | +20.9% | +9.7% | +11.2% | +47.3% |
| 6M | -37.5% | -4.6% | -32.9% | -29.6% |
| YTD | -44.5% | -25.8% | -18.7% | -50.6% |
| 1Y | -33.0% | -28.8% | -4.2% | -42.5% |
| 3Y | -6.4% | -80.2% | +73.8% | -55.6% |
| All | -49.1% | -85.2% | +36.0% | -74.8% |
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