-56.8%
TSLL vs REPL
+8.9%
-65.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.6% | +8.3% |
| 7D | -21.2% | +22.8% | -44.0% | -21.8% |
| 30D | -13.3% | +63.8% | -77.1% | -15.0% |
| 3M | +15.4% | +68.1% | -52.7% | +12.8% |
| 6M | -34.2% | +528.5% | -562.7% | -41.0% |
| YTD | -52.9% | +122.4% | -175.3% | -57.0% |
| 1Y | -54.3% | +154.4% | -208.7% | -58.6% |
| 3Y | -18.4% | +68.0% | -86.4% | -33.3% |
| All | -56.8% | +8.9% | -65.7% | -63.3% |
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