-48.9%
TSLL vs SPY
+12.3%
-61.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +0.9% |
| 7D | -14.3% | +0.1% | -14.4% | -12.8% |
| 30D | -6.2% | -3.3% | -2.8% | +11.3% |
| 3M | +21.2% | -2.4% | +23.6% | +39.8% |
| 6M | -36.6% | +2.6% | -39.1% | -36.5% |
| YTD | -47.8% | +11.2% | -59.0% | -58.9% |
| All | -48.9% | +12.3% | -61.3% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling