-23.4%
TSLL vs SM
+36.8%
-60.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.8% | -12.5% |
| 7D | +1.9% | -0.5% | +2.4% | +1.8% |
| 30D | +17.8% | +25.6% | -7.8% | +24.3% |
| 3M | -37.0% | +8.0% | -45.0% | -33.8% |
| 6M | -37.7% | +50.8% | -88.5% | -33.2% |
| YTD | -51.4% | +97.9% | -149.3% | -48.8% |
| 1Y | -23.4% | +33.8% | -57.2% | -10.7% |
| All | -23.4% | +36.8% | -60.1% | -10.7% |
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