-6.4%
TSLL vs SITM
+318.4%
-324.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -0.6% |
| 7D | +17.8% | +6.6% | +11.2% | +13.9% |
| 30D | +8.2% | -15.3% | +23.6% | +18.6% |
| 3M | +20.9% | -35.4% | +56.2% | +48.5% |
| 6M | -37.5% | -46.8% | +9.3% | -15.6% |
| YTD | -44.5% | +25.9% | -70.4% | -58.4% |
| 1Y | -33.0% | +54.0% | -87.0% | -56.5% |
| 3Y | -6.4% | +315.6% | -321.9% | -70.1% |
| All | -6.4% | +318.4% | -324.7% | -70.1% |
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 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