-56.8%
TSLL vs SBUX
+36.2%
-93.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.1% |
| 7D | -21.2% | +1.7% | -22.9% | -22.0% |
| 30D | -13.3% | +12.6% | -25.9% | -20.5% |
| 3M | +15.4% | +0.8% | +14.6% | +13.9% |
| 6M | -34.2% | +0.2% | -34.4% | -35.4% |
| YTD | -52.9% | +27.4% | -80.4% | -62.4% |
| 1Y | -54.3% | +31.5% | -85.8% | -64.8% |
| 3Y | -18.4% | +9.3% | -27.6% | -23.7% |
| All | -56.8% | +36.2% | -93.0% | -68.8% |
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