-28.7%
TSLL vs SSPC
-36.4%
+7.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -11.9% | +22.8% | +8.0% |
| 7D | -14.3% | -13.9% | -0.4% | -15.3% |
| 30D | -6.2% | +14.3% | -20.5% | -1.2% |
| 3M | +21.2% | -35.2% | +56.4% | +20.2% |
| All | -28.7% | -36.4% | +7.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling