+53.0%
T vs TSLL
-53.8%
+106.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | +2.6% | -11.0% | +13.6% | +2.5% |
| 30D | -1.1% | -5.3% | +4.2% | -1.1% |
| 3M | -7.7% | +20.8% | -28.6% | -7.5% |
| 6M | -10.6% | -36.0% | +25.4% | -10.7% |
| YTD | -7.5% | -47.3% | +39.8% | -7.5% |
| 1Y | -7.4% | -48.4% | +41.0% | -7.4% |
| 3Y | +63.1% | -5.4% | +68.5% | +60.6% |
| All | +53.0% | -53.8% | +106.8% | +57.9% |
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