-51.7%
TSLL vs SBUX
+42.0%
-93.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.6% |
| 7D | -11.0% | +4.9% | -16.0% | -13.7% |
| 30D | -5.3% | +21.2% | -26.4% | -17.3% |
| 3M | +20.8% | +5.7% | +15.1% | +15.5% |
| 6M | -36.0% | +6.0% | -42.0% | -39.5% |
| YTD | -47.3% | +32.9% | -80.2% | -59.0% |
| 1Y | -48.4% | +33.3% | -81.7% | -60.3% |
| 3Y | -5.4% | +13.0% | -18.5% | -13.5% |
| All | -51.7% | +42.0% | -93.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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