-49.1%
TSLL vs SPYM
+94.1%
-143.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -2.2% |
| 7D | +17.8% | +2.6% | +15.3% | +7.6% |
| 30D | +8.2% | -2.0% | +10.2% | +20.1% |
| 3M | +20.9% | -2.8% | +23.7% | +40.1% |
| 6M | -37.5% | +2.2% | -39.7% | -36.2% |
| YTD | -44.5% | +11.5% | -56.0% | -58.1% |
| 1Y | -33.0% | +13.5% | -46.5% | -52.4% |
| 3Y | -6.4% | +78.0% | -84.4% | -74.9% |
| All | -49.1% | +94.1% | -143.2% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling