-35.3%
TSLL vs SPY
+77.4%
-112.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -10.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +17.8% | +0.1% | +17.7% | +18.9% |
| 3M | -37.0% | +2.0% | -39.0% | -38.0% |
| 6M | -37.7% | +13.0% | -50.7% | -59.9% |
| YTD | -51.4% | +13.5% | -64.9% | -69.1% |
| 1Y | -23.4% | +20.0% | -43.3% | -60.1% |
| All | -35.3% | +77.4% | -112.7% | -86.7% |
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