-46.0%
TSLL vs SM
+70.4%
-116.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -15.3% | +9.0% | -10.1% |
| 7D | -9.4% | -21.5% | +12.1% | -15.1% |
| 30D | +1.6% | -11.4% | +13.0% | -1.0% |
| 3M | +29.4% | +0.6% | +28.8% | +31.8% |
| 6M | -20.1% | +0.2% | -20.4% | -15.1% |
| YTD | -44.5% | +69.7% | -114.2% | -36.5% |
| 1Y | -46.0% | +71.6% | -117.6% | -37.2% |
| All | -46.0% | +70.4% | -116.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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