-6.4%
TSLL vs SBAC
-6.5%
+0.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.5% |
| 7D | +17.8% | +0.6% | +17.2% | +18.0% |
| 30D | +8.2% | +5.5% | +2.8% | +9.5% |
| 3M | +20.9% | +3.1% | +17.8% | +21.5% |
| 6M | -37.5% | -7.0% | -30.5% | -37.9% |
| YTD | -44.5% | +0.5% | -45.0% | -43.4% |
| 1Y | -33.0% | +0.2% | -33.2% | -31.6% |
| 3Y | -6.4% | -7.4% | +1.0% | -4.8% |
| All | -6.4% | -6.5% | +0.2% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling