-51.7%
TSLL vs SM
-14.5%
-37.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -11.0% | -19.5% | +8.5% | -3.7% |
| 30D | -5.3% | -20.2% | +14.9% | +2.1% |
| 3M | +20.8% | -6.5% | +27.3% | +21.5% |
| 6M | -36.0% | +1.6% | -37.6% | -40.2% |
| YTD | -47.3% | +61.2% | -108.5% | -63.7% |
| 1Y | -48.4% | +65.4% | -113.8% | -65.5% |
| 3Y | -5.4% | -13.0% | +7.6% | -14.9% |
| All | -51.7% | -14.5% | -37.2% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling