-56.8%
TSLL vs S
-18.8%
-38.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +7.7% |
| 7D | -21.2% | -13.4% | -7.8% | -14.0% |
| 30D | -13.3% | -14.0% | +0.7% | -5.1% |
| 3M | +15.4% | +4.9% | +10.5% | +10.5% |
| 6M | -34.2% | +42.0% | -76.2% | -47.6% |
| YTD | -52.9% | +45.1% | -98.0% | -63.8% |
| 1Y | -54.3% | +33.1% | -87.4% | -63.5% |
| 3Y | -18.4% | +40.6% | -59.0% | -34.3% |
| All | -56.8% | -18.8% | -38.1% | -60.3% |
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