-55.4%
TSLL vs SIRI
-49.8%
-5.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.2% | -11.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | +17.8% | -4.7% | +22.5% | +19.4% |
| 3M | -37.0% | +5.3% | -42.3% | -38.1% |
| 6M | -37.7% | +30.5% | -68.2% | -42.5% |
| YTD | -51.4% | +49.6% | -101.0% | -57.1% |
| 1Y | -23.4% | +28.5% | -51.9% | -29.9% |
| 3Y | -30.8% | -27.5% | -3.3% | -33.7% |
| All | -55.4% | -49.8% | -5.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling