-51.7%
TSLL vs SGI
+135.6%
-187.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +4.7% |
| 7D | -11.0% | -3.9% | -7.1% | -9.0% |
| 30D | -5.3% | +0.9% | -6.2% | -7.7% |
| 3M | +20.8% | -2.9% | +23.7% | +20.9% |
| 6M | -36.0% | -9.0% | -27.0% | -33.2% |
| YTD | -47.3% | -29.2% | -18.1% | -34.8% |
| 1Y | -48.4% | -32.3% | -16.2% | -33.8% |
| 3Y | -5.4% | +72.4% | -77.8% | -42.1% |
| All | -51.7% | +135.6% | -187.3% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling