-56.8%
TSLL vs SBAC
-40.6%
-16.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +8.9% |
| 7D | -21.2% | +1.2% | -22.4% | -21.4% |
| 30D | -13.3% | +11.2% | -24.5% | -14.9% |
| 3M | +15.4% | +4.5% | +10.9% | +14.4% |
| 6M | -34.2% | -12.2% | -22.1% | -33.0% |
| YTD | -52.9% | -0.1% | -52.8% | -53.7% |
| 1Y | -54.3% | -0.3% | -54.1% | -55.1% |
| 3Y | -18.4% | -8.7% | -9.6% | -21.7% |
| All | -56.8% | -40.6% | -16.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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