-55.4%
TSLL vs SPXU
-86.1%
+30.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -34.5% |
| 6M | -37.7% | -29.6% | -8.1% | -52.9% |
| YTD | -51.4% | -29.9% | -21.5% | -62.4% |
| 1Y | -23.4% | -39.1% | +15.7% | -46.5% |
| 3Y | -30.8% | -80.0% | +49.2% | -69.1% |
| All | -55.4% | -86.1% | +30.7% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling