-6.4%
TSLL vs SPYG
+91.6%
-98.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -0.6% |
| 7D | +17.8% | +2.3% | +15.5% | +9.2% |
| 30D | +8.2% | -6.5% | +14.7% | +39.7% |
| 3M | +20.9% | -6.8% | +27.7% | +59.7% |
| 6M | -37.5% | -3.1% | -34.4% | -23.8% |
| YTD | -44.5% | +8.0% | -52.5% | -53.1% |
| 1Y | -33.0% | +10.2% | -43.2% | -47.2% |
| 3Y | -6.4% | +91.0% | -97.4% | -72.4% |
| All | -6.4% | +91.6% | -98.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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