+5.0%
TSLL vs SSPC
-43.2%
+48.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +18.3% | -40.2% | -16.1% |
| 7D | -28.9% | +29.9% | -58.8% | -21.5% |
| 30D | -21.4% | +73.6% | -95.1% | -6.2% |
| 3M | +5.0% | -46.3% | +51.3% | +14.4% |
| All | +5.0% | -43.2% | +48.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 3mo: compounded portfolio wealth divided by compounded SSPC 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…
3mo analysis · Full analysis span regression · Available span rolling