-44.0%
TSLL vs SBAC
-2.9%
-41.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.5% |
| 7D | +0.5% | -2.8% | +3.3% | -0.5% |
| 30D | +2.7% | +3.1% | -0.5% | +4.4% |
| 3M | +26.3% | +5.1% | +21.1% | +28.2% |
| 6M | -37.2% | -11.4% | -25.8% | -40.0% |
| YTD | -44.2% | +0.2% | -44.4% | -40.2% |
| 1Y | -44.0% | -3.9% | -40.0% | -36.1% |
| All | -44.0% | -2.9% | -41.0% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling