-18.4%
TSLL vs SITM
+269.8%
-288.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +17.4% | -8.8% | -1.0% |
| 7D | -21.2% | -6.7% | -14.5% | -18.1% |
| 30D | -13.3% | -37.3% | +24.0% | +11.2% |
| 3M | +15.4% | -39.4% | +54.7% | +46.4% |
| 6M | -34.2% | -33.1% | -1.1% | -23.4% |
| YTD | -52.9% | +18.0% | -70.9% | -63.4% |
| 1Y | -54.3% | +22.7% | -77.0% | -65.7% |
| 3Y | -18.4% | +283.8% | -302.2% | -72.7% |
| All | -18.4% | +269.8% | -288.2% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling