-20.8%
TSLL vs SITM
+150.1%
-170.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.1% | +10.0% | +8.6% |
| 7D | +5.8% | +8.4% | -2.6% | +2.3% |
| 30D | +21.7% | -17.4% | +39.1% | +28.8% |
| 3M | -28.2% | -9.8% | -18.4% | -26.7% |
| 6M | -29.5% | +83.0% | -112.4% | -38.0% |
| YTD | -47.5% | +69.6% | -117.1% | -53.7% |
| 1Y | -20.8% | +144.9% | -165.7% | -27.1% |
| All | -20.8% | +150.1% | -170.9% | -27.1% |
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