-51.7%
TSLL vs RUN
-73.7%
+22.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.5% | +3.5% |
| 7D | -11.0% | +0.3% | -11.4% | -12.3% |
| 30D | -5.3% | +14.0% | -19.3% | -10.2% |
| 3M | +20.8% | -11.8% | +32.6% | +22.2% |
| 6M | -36.0% | -40.4% | +4.4% | -28.0% |
| YTD | -47.3% | -52.7% | +5.4% | -39.6% |
| 1Y | -48.4% | -52.5% | +4.1% | -41.2% |
| 3Y | -5.4% | -7.7% | +2.3% | -39.7% |
| All | -51.7% | -73.7% | +22.0% | -45.5% |
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