-54.3%
TSLL vs SMR
-86.4%
+32.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +16.2% | -7.6% | +1.7% |
| 7D | -21.2% | -9.6% | -11.6% | -17.4% |
| 30D | -13.3% | -33.8% | +20.5% | +2.2% |
| 3M | +15.4% | -46.4% | +61.7% | +45.7% |
| 6M | -34.2% | -62.4% | +28.2% | -7.0% |
| YTD | -52.9% | -64.1% | +11.2% | -34.6% |
| 1Y | -54.3% | -84.3% | +30.0% | -13.8% |
| All | -54.3% | -86.4% | +32.0% | -13.8% |
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 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