+6.9%
TLT vs TSLL
-21.0%
+27.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.6% | -8.7% | -0.1% |
| 7D | +0.1% | -21.2% | +21.3% | +0.2% |
| 30D | +6.2% | -13.3% | +19.5% | +6.2% |
| 3M | +0.1% | +15.4% | -15.3% | -0.1% |
| 6M | -3.0% | -34.2% | +31.3% | -2.9% |
| YTD | -2.7% | -52.9% | +50.2% | -2.5% |
| 1Y | -4.8% | -54.3% | +49.5% | -4.6% |
| 3Y | +6.9% | -18.4% | +25.3% | +7.0% |
| All | +6.9% | -21.0% | +27.9% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling