-51.7%
TSLL vs SPXU
-85.1%
+33.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +2.4% |
| 7D | -11.0% | +0.5% | -11.5% | -6.6% |
| 30D | -5.3% | +10.9% | -16.2% | +14.1% |
| 3M | +20.8% | +9.6% | +11.2% | +46.7% |
| 6M | -36.0% | -4.7% | -31.3% | -28.1% |
| YTD | -47.3% | -24.6% | -22.7% | -52.3% |
| 1Y | -48.4% | -24.7% | -23.7% | -52.3% |
| 3Y | -5.4% | -80.0% | +74.6% | -54.9% |
| All | -51.7% | -85.1% | +33.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling