-24.9%
TSLL vs SGI
+78.8%
-103.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.8% | -19.1% | -19.8% |
| 7D | -28.9% | +5.3% | -34.2% | -31.7% |
| 30D | -21.4% | +8.2% | -29.6% | -26.9% |
| 3M | +5.0% | -2.2% | +7.2% | +5.3% |
| 6M | -36.6% | -8.4% | -28.1% | -34.3% |
| YTD | -56.6% | -23.4% | -33.2% | -48.5% |
| 1Y | -60.9% | -14.0% | -46.9% | -59.7% |
| All | -24.9% | +78.8% | -103.7% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling