-47.2%
TSLL vs SBUX
+38.6%
-85.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +5.1% |
| 7D | +33.0% | +1.0% | +31.9% | +32.0% |
| 30D | +7.7% | +16.6% | -8.9% | -3.4% |
| 3M | +34.7% | -0.6% | +35.3% | +34.6% |
| 6M | -31.5% | +1.8% | -33.3% | -33.4% |
| YTD | -42.4% | +29.7% | -72.0% | -54.5% |
| 1Y | -39.7% | +26.1% | -65.7% | -51.4% |
| 3Y | +3.4% | +10.3% | -6.9% | -3.8% |
| All | -47.2% | +38.6% | -85.7% | -62.2% |
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