-60.3%
TSLL vs SM
-14.2%
-46.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.6% | -17.3% | -20.2% |
| 7D | -28.9% | -25.1% | -3.7% | -21.1% |
| 30D | -21.4% | -15.6% | -5.9% | -17.0% |
| 3M | +5.0% | +2.7% | +2.3% | +1.8% |
| 6M | -36.6% | -3.8% | -32.7% | -39.4% |
| YTD | -56.6% | +61.8% | -118.5% | -70.2% |
| 1Y | -60.9% | +71.4% | -132.2% | -74.3% |
| 3Y | -25.2% | -20.7% | -4.5% | -31.0% |
| All | -60.3% | -14.2% | -46.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling