-23.4%
TSLL vs SITM
+174.8%
-198.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.5% | -18.4% | -14.1% |
| 7D | +1.9% | +9.7% | -7.8% | -1.7% |
| 30D | +17.8% | +12.7% | +5.1% | +9.3% |
| 3M | -37.0% | -13.4% | -23.6% | -34.7% |
| 6M | -37.7% | +59.6% | -97.3% | -44.3% |
| YTD | -51.4% | +73.3% | -124.7% | -57.3% |
| 1Y | -23.4% | +165.5% | -188.9% | -28.1% |
| All | -23.4% | +174.8% | -198.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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