-18.4%
TSLL vs SM
-20.0%
+1.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.7% | +8.2% |
| 7D | -21.2% | -25.9% | +4.7% | -11.4% |
| 30D | -13.3% | -15.1% | +1.8% | -8.2% |
| 3M | +15.4% | +4.9% | +10.5% | +10.2% |
| 6M | -34.2% | +6.1% | -40.4% | -40.7% |
| YTD | -52.9% | +63.4% | -116.3% | -70.9% |
| 1Y | -54.3% | +72.5% | -126.8% | -73.5% |
| 3Y | -18.4% | -16.9% | -1.5% | -28.5% |
| All | -18.4% | -20.0% | +1.7% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling