-23.4%
TSLL vs SMR
-76.3%
+52.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | +1.9% | +4.4% | -2.5% | +0.3% |
| 30D | +17.8% | +3.4% | +14.3% | +16.1% |
| 3M | -37.0% | -19.2% | -17.8% | -32.5% |
| 6M | -37.7% | -22.6% | -15.0% | -33.9% |
| YTD | -51.4% | -31.5% | -19.8% | -47.4% |
| 1Y | -23.4% | -73.1% | +49.7% | +11.9% |
| All | -23.4% | -76.3% | +52.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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