-46.0%
TSLL vs SITM
+47.5%
-93.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.4% | +3.0% | -3.1% |
| 7D | -9.4% | -19.5% | +10.1% | -2.8% |
| 30D | +1.6% | -43.2% | +44.8% | +22.1% |
| 3M | +29.4% | -30.8% | +60.2% | +40.9% |
| 6M | -20.1% | -28.6% | +8.4% | -9.1% |
| YTD | -44.5% | +14.2% | -58.7% | -41.9% |
| 1Y | -46.0% | +44.4% | -90.4% | -46.0% |
| All | -46.0% | +47.5% | -93.5% | -46.0% |
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