-5.9%
TSLL vs SPYM
+79.8%
-85.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | -0.1% |
| 7D | +0.5% | -0.9% | +1.4% | +7.9% |
| 30D | +2.7% | -2.4% | +5.0% | +17.4% |
| 3M | +26.3% | -1.1% | +27.4% | +38.3% |
| 6M | -37.2% | +3.3% | -40.5% | -39.9% |
| YTD | -44.2% | +12.4% | -56.6% | -62.6% |
| 1Y | -44.0% | +12.5% | -56.5% | -62.3% |
| All | -5.9% | +79.8% | -85.7% | -80.2% |
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 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