+174.2%
C vs TSLL
-49.5%
+223.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | +4.7% | +33.0% | -28.2% | +1.7% |
| 30D | +0.2% | +7.7% | -7.5% | -1.0% |
| 3M | -9.3% | +34.7% | -44.1% | -12.9% |
| 6M | -0.8% | -31.5% | +30.7% | +0.4% |
| YTD | +8.5% | -42.4% | +50.9% | +10.8% |
| 1Y | +23.1% | -39.7% | +62.8% | +24.6% |
| 3Y | +220.8% | +3.4% | +217.4% | +174.8% |
| All | +174.2% | -49.5% | +223.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling