-52.1%
TSLL vs REPL
+12.1%
-64.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.0% | +7.9% | +10.8% |
| 7D | -14.3% | +14.2% | -28.5% | -14.7% |
| 30D | -6.2% | +65.9% | -72.0% | -8.0% |
| 3M | +21.2% | +84.6% | -63.4% | +18.1% |
| 6M | -36.6% | +446.9% | -483.5% | -42.7% |
| YTD | -47.8% | +129.0% | -176.8% | -52.4% |
| 1Y | -45.2% | +167.9% | -213.1% | -50.5% |
| 3Y | -3.3% | +93.9% | -97.2% | -22.1% |
| All | -52.1% | +12.1% | -64.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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