-56.8%
TSLL vs SPXU
-84.1%
+27.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.4% | +7.7% |
| 7D | -21.2% | +7.6% | -28.8% | -10.7% |
| 30D | -13.3% | +17.5% | -30.8% | +11.6% |
| 3M | +15.4% | +14.7% | +0.7% | +47.3% |
| 6M | -34.2% | -0.1% | -34.2% | -22.1% |
| YTD | -52.9% | -19.8% | -33.1% | -54.3% |
| 1Y | -54.3% | -23.7% | -30.6% | -57.2% |
| 3Y | -18.4% | -79.5% | +61.1% | -59.3% |
| All | -56.8% | -84.1% | +27.3% | -77.0% |
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 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