-5.6%
TLT vs TSLL
-48.4%
+42.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +0.9% |
| 7D | +1.0% | -9.4% | +10.4% | +1.1% |
| 30D | +6.0% | +1.6% | +4.5% | +6.0% |
| 3M | -0.9% | +29.4% | -30.3% | -1.4% |
| 6M | -2.3% | -20.1% | +17.9% | -2.3% |
| YTD | -3.3% | -44.5% | +41.2% | -3.0% |
| 1Y | -5.6% | -46.0% | +40.4% | -5.3% |
| All | -5.6% | -48.4% | +42.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling