-39.7%
TSLL vs SGI
-33.8%
-5.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.6% |
| 7D | +33.0% | -10.7% | +43.6% | +38.8% |
| 30D | +7.7% | -3.6% | +11.3% | +8.1% |
| 3M | +34.7% | -5.4% | +40.1% | +36.6% |
| 6M | -31.5% | -7.0% | -24.5% | -29.7% |
| YTD | -42.4% | -31.6% | -10.7% | -33.7% |
| 1Y | -39.7% | -33.5% | -6.2% | -29.7% |
| All | -39.7% | -33.8% | -5.9% | -29.7% |
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