-51.9%
TSLL vs SMR
-25.5%
-26.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +15.3% | -7.4% | +3.3% |
| 7D | +5.8% | +21.4% | -15.6% | -0.2% |
| 30D | +21.7% | +13.8% | +7.9% | +16.9% |
| 3M | -28.2% | +3.9% | -32.1% | -29.6% |
| 6M | -29.5% | -4.2% | -25.3% | -30.0% |
| YTD | -47.5% | -21.1% | -26.4% | -46.0% |
| 1Y | -20.8% | -67.1% | +46.3% | +0.1% |
| 3Y | -26.7% | +88.9% | -115.6% | -44.2% |
| All | -51.9% | -25.5% | -26.5% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling