+19.7%
SGOV vs TSLL
-55.2%
+74.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | -7.3% | +7.4% | +0.1% |
| 30D | +0.3% | +15.8% | -15.5% | +0.3% |
| 3M | +0.9% | -19.5% | +20.4% | +0.9% |
| 6M | +1.8% | -32.1% | +33.9% | +1.8% |
| YTD | +2.5% | -48.9% | +51.4% | +2.5% |
| 1Y | +3.8% | -23.4% | +27.2% | +3.8% |
| 3Y | +14.4% | -28.6% | +42.9% | +14.4% |
| All | +19.7% | -55.2% | +74.9% | +19.7% |
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