-49.1%
TSLL vs SPYG
+100.7%
-149.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -0.9% |
| 7D | +17.8% | +2.3% | +15.5% | +10.1% |
| 30D | +8.2% | -6.5% | +14.7% | +36.8% |
| 3M | +20.9% | -6.8% | +27.7% | +56.3% |
| 6M | -37.5% | -3.1% | -34.4% | -24.3% |
| YTD | -44.5% | +8.0% | -52.5% | -51.2% |
| 1Y | -33.0% | +10.2% | -43.2% | -44.4% |
| 3Y | -6.4% | +91.0% | -97.4% | -72.9% |
| All | -49.1% | +100.7% | -149.9% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling