-49.1%
TSLL vs SCHG
+109.6%
-158.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -1.3% |
| 7D | +17.8% | +2.7% | +15.1% | +8.8% |
| 30D | +8.2% | -5.2% | +13.4% | +31.3% |
| 3M | +20.9% | -5.2% | +26.0% | +48.5% |
| 6M | -37.5% | -0.6% | -36.9% | -30.0% |
| YTD | -44.5% | +4.7% | -49.2% | -45.4% |
| 1Y | -33.0% | +6.0% | -39.0% | -36.2% |
| 3Y | -6.4% | +78.9% | -85.3% | -64.9% |
| All | -49.1% | +109.6% | -158.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling