-52.1%
TSLL vs RUN
-70.6%
+18.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +11.5% |
| 7D | -14.3% | +18.1% | -32.4% | -18.9% |
| 30D | -6.2% | +27.5% | -33.6% | -13.3% |
| 3M | +21.2% | -4.5% | +25.7% | +20.5% |
| 6M | -36.6% | -33.3% | -3.2% | -30.5% |
| YTD | -47.8% | -47.1% | -0.7% | -41.6% |
| 1Y | -45.2% | -43.1% | -2.1% | -40.1% |
| 3Y | -3.3% | -3.0% | -0.3% | -38.3% |
| All | -52.1% | -70.6% | +18.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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