-52.1%
TSLL vs SPY
+93.1%
-145.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +2.0% |
| 7D | -14.3% | +0.1% | -14.4% | -12.8% |
| 30D | -6.2% | -3.3% | -2.8% | +9.4% |
| 3M | +21.2% | -2.4% | +23.6% | +38.2% |
| 6M | -36.6% | +2.6% | -39.1% | -36.1% |
| YTD | -47.8% | +11.2% | -59.0% | -59.9% |
| 1Y | -45.2% | +13.4% | -58.6% | -60.3% |
| 3Y | -3.3% | +79.9% | -83.2% | -74.0% |
| All | -52.1% | +93.1% | -145.2% | -88.0% |
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