-18.4%
TSLL vs SPYM
+75.5%
-93.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +7.3% |
| 7D | -21.2% | -2.7% | -18.5% | -9.6% |
| 30D | -13.3% | -5.4% | -7.9% | +13.7% |
| 3M | +15.4% | -4.1% | +19.5% | +44.2% |
| 6M | -34.2% | +0.8% | -35.0% | -29.7% |
| YTD | -52.9% | +8.8% | -61.7% | -63.6% |
| 1Y | -54.3% | +11.0% | -65.3% | -67.5% |
| 3Y | -18.4% | +75.5% | -93.9% | -81.9% |
| All | -18.4% | +75.5% | -93.8% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling