-52.1%
TSLL vs SMR
-63.7%
+11.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.1% | +3.8% | +8.7% |
| 7D | -14.3% | +1.7% | -16.0% | -14.1% |
| 30D | -6.2% | -24.4% | +18.3% | +2.3% |
| 3M | +21.2% | -44.6% | +65.8% | +43.5% |
| 6M | -36.6% | -56.7% | +20.1% | -20.0% |
| YTD | -47.8% | -61.6% | +13.8% | -33.8% |
| 1Y | -45.2% | -82.1% | +36.8% | -15.6% |
| 3Y | -3.3% | +161.5% | -164.8% | -31.2% |
| All | -52.1% | -63.7% | +11.6% | -43.2% |
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