-46.0%
TSLL vs SMR
-87.0%
+41.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.9% | -4.5% |
| 7D | -9.4% | -9.5% | +0.1% | -5.8% |
| 30D | +1.6% | -33.2% | +34.8% | +18.7% |
| 3M | +29.4% | -45.9% | +75.3% | +62.2% |
| 6M | -20.1% | -57.9% | +37.7% | +8.0% |
| YTD | -44.5% | -63.8% | +19.3% | -23.8% |
| 1Y | -46.0% | -85.6% | +39.6% | +15.7% |
| All | -46.0% | -87.0% | +41.0% | +15.7% |
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