-48.9%
TSLL vs SBAC
-40.4%
-8.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +0.5% | -2.8% | +3.3% | +0.9% |
| 30D | +2.7% | +3.1% | -0.5% | +2.1% |
| 3M | +26.3% | +5.1% | +21.1% | +25.1% |
| 6M | -37.2% | -11.4% | -25.8% | -36.1% |
| YTD | -44.2% | +0.2% | -44.4% | -45.2% |
| 1Y | -44.0% | -3.9% | -40.0% | -44.1% |
| 3Y | 0.0% | -7.7% | +7.7% | -4.7% |
| All | -48.9% | -40.4% | -8.5% | -23.2% |
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