-56.8%
TSLL vs SPY
+88.6%
-145.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +7.5% |
| 7D | -21.2% | -2.7% | -18.5% | -11.3% |
| 30D | -13.3% | -5.4% | -7.9% | +9.3% |
| 3M | +15.4% | -4.1% | +19.5% | +40.0% |
| 6M | -34.2% | +0.7% | -34.9% | -29.2% |
| YTD | -52.9% | +8.7% | -61.6% | -60.7% |
| 1Y | -54.3% | +10.9% | -65.2% | -64.2% |
| 3Y | -18.4% | +75.0% | -93.4% | -75.8% |
| All | -56.8% | +88.6% | -145.5% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling