-24.9%
TSLL vs SPY
+74.5%
-99.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.4% | -17.5% | -2.4% |
| 7D | -28.9% | -4.7% | -24.2% | -10.9% |
| 30D | -21.4% | -5.9% | -15.5% | +5.1% |
| 3M | +5.0% | -4.5% | +9.5% | +33.4% |
| 6M | -36.6% | +1.8% | -38.4% | -35.0% |
| YTD | -56.6% | +8.3% | -65.0% | -65.5% |
| 1Y | -60.9% | +9.3% | -70.2% | -69.8% |
| All | -24.9% | +74.5% | -99.4% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling