-55.4%
TSLL vs SPXS
-86.0%
+30.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -10.2% |
| 7D | +1.9% | -0.1% | +2.0% | +2.4% |
| 30D | +17.8% | +0.8% | +16.9% | +20.7% |
| 3M | -37.0% | -4.7% | -32.3% | -34.4% |
| 6M | -37.7% | -29.6% | -8.0% | -52.9% |
| YTD | -51.4% | -29.8% | -21.6% | -62.4% |
| 1Y | -23.4% | -38.9% | +15.6% | -46.4% |
| 3Y | -30.8% | -79.6% | +48.8% | -68.4% |
| All | -55.4% | -86.0% | +30.5% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling