+20.5%
SGOV vs TSLL
-49.5%
+70.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | 0.0% |
| 7D | +0.1% | +33.0% | -32.9% | +0.1% |
| 30D | +0.3% | +7.7% | -7.4% | +0.3% |
| 3M | +0.9% | +34.7% | -33.8% | +0.9% |
| 6M | +1.9% | -31.5% | +33.4% | +1.9% |
| YTD | +3.2% | -42.4% | +45.6% | +3.2% |
| 1Y | +3.7% | -39.7% | +43.4% | +3.7% |
| 3Y | +14.1% | +3.4% | +10.7% | +14.1% |
| All | +20.5% | -49.5% | +70.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling