-46.0%
TSLL vs SGI
-10.7%
-35.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.1% | -8.6% |
| 7D | -9.4% | +12.1% | -21.5% | -13.1% |
| 30D | +1.6% | +12.1% | -10.5% | -3.2% |
| 3M | +29.4% | +0.4% | +29.0% | +28.8% |
| 6M | -20.1% | -4.0% | -16.1% | -20.6% |
| YTD | -44.5% | -21.2% | -23.3% | -42.1% |
| 1Y | -46.0% | -12.1% | -33.9% | -42.4% |
| All | -46.0% | -10.7% | -35.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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