-52.1%
TSLL vs S
-12.2%
-39.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.9% | +6.3% |
| 7D | -14.3% | +1.6% | -15.9% | -14.1% |
| 30D | -6.2% | -10.5% | +4.3% | +0.5% |
| 3M | +21.2% | +9.9% | +11.3% | +13.1% |
| 6M | -36.6% | +41.8% | -78.4% | -49.4% |
| YTD | -47.8% | +56.8% | -104.6% | -61.6% |
| 1Y | -45.2% | +39.0% | -84.2% | -57.1% |
| 3Y | -3.3% | +53.8% | -57.1% | -25.9% |
| All | -52.1% | -12.2% | -39.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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