+5.0%
TSLL vs SMR
-53.6%
+58.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -14.8% | -7.1% | -13.7% |
| 7D | -28.9% | -26.2% | -2.7% | -16.6% |
| 30D | -21.4% | -45.5% | +24.1% | +4.7% |
| 3M | +5.0% | -53.4% | +58.4% | +44.8% |
| All | +5.0% | -53.6% | +58.6% | +44.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling