-51.7%
TSLL vs SPYM
+93.0%
-144.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +2.3% |
| 7D | -11.0% | -0.6% | -10.5% | -7.1% |
| 30D | -5.3% | -3.7% | -1.6% | +12.2% |
| 3M | +20.8% | -2.7% | +23.5% | +39.6% |
| 6M | -36.0% | +2.2% | -38.2% | -34.8% |
| YTD | -47.3% | +10.9% | -58.2% | -59.4% |
| 1Y | -48.4% | +11.3% | -59.8% | -60.4% |
| 3Y | -5.4% | +76.8% | -82.3% | -74.1% |
| All | -51.7% | +93.0% | -144.7% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling