-52.1%
TSLL vs SPXU
-85.3%
+33.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -7.0% | +17.9% | +1.9% |
| 7D | -14.3% | -1.5% | -12.8% | -12.4% |
| 30D | -6.2% | +9.7% | -15.8% | +11.4% |
| 3M | +21.2% | +8.4% | +12.7% | +45.2% |
| 6M | -36.6% | -5.7% | -30.8% | -29.8% |
| YTD | -47.8% | -25.4% | -22.3% | -53.4% |
| 1Y | -45.2% | -28.9% | -16.3% | -52.6% |
| 3Y | -3.3% | -81.2% | +77.9% | -56.3% |
| All | -52.1% | -85.3% | +33.1% | -76.6% |
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