-55.4%
TSLL vs SPYG
+112.5%
-167.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.1% |
| 30D | +17.8% | -0.4% | +18.2% | +20.4% |
| 3M | -37.0% | +0.5% | -37.6% | -34.0% |
| 6M | -37.7% | +17.5% | -55.1% | -59.3% |
| YTD | -51.4% | +14.3% | -65.7% | -65.2% |
| 1Y | -23.4% | +21.7% | -45.1% | -53.0% |
| 3Y | -30.8% | +98.6% | -129.4% | -82.8% |
| All | -55.4% | +112.5% | -167.9% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling