-52.1%
TSLL vs SBAC
-40.3%
-11.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.8% |
| 7D | -14.3% | +3.0% | -17.3% | -14.7% |
| 30D | -6.2% | +4.3% | -10.5% | -6.9% |
| 3M | +21.2% | +4.1% | +17.0% | +20.3% |
| 6M | -36.6% | -11.6% | -25.0% | -35.5% |
| YTD | -47.8% | +0.4% | -48.1% | -48.7% |
| 1Y | -45.2% | -1.1% | -44.1% | -45.9% |
| 3Y | -3.3% | -7.3% | +4.0% | -8.0% |
| All | -52.1% | -40.3% | -11.8% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling