-48.9%
TSLL vs SPY
+94.9%
-143.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +0.8% |
| 7D | +0.5% | -0.9% | +1.4% | +7.0% |
| 30D | +2.7% | -2.4% | +5.0% | +15.4% |
| 3M | +26.3% | -1.2% | +27.4% | +37.4% |
| 6M | -37.2% | +3.3% | -40.5% | -38.3% |
| YTD | -44.2% | +12.3% | -56.5% | -58.7% |
| 1Y | -44.0% | +12.4% | -56.4% | -58.2% |
| 3Y | 0.0% | +78.8% | -78.8% | -73.0% |
| All | -48.9% | +94.9% | -143.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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