-46.0%
TSLL vs SCHG
+5.5%
-51.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -10.4% |
| 7D | -9.4% | -2.5% | -6.9% | -2.1% |
| 30D | +1.6% | -5.4% | +7.0% | +22.6% |
| 3M | +29.4% | -2.2% | +31.6% | +40.9% |
| 6M | -20.1% | +5.2% | -25.3% | -27.3% |
| YTD | -44.5% | +6.8% | -51.3% | -48.9% |
| 1Y | -46.0% | +5.9% | -51.9% | -48.1% |
| All | -46.0% | +5.5% | -51.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling