-5.4%
TSLL vs SMR
+139.4%
-144.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +5.0% | +2.2% |
| 7D | -11.0% | -2.8% | -8.2% | -9.6% |
| 30D | -5.3% | -27.5% | +22.2% | +4.5% |
| 3M | +20.8% | -43.1% | +64.0% | +42.2% |
| 6M | -36.0% | -58.4% | +22.4% | -18.2% |
| YTD | -47.3% | -63.2% | +15.9% | -32.3% |
| 1Y | -48.4% | -81.6% | +33.2% | -21.0% |
| 3Y | -5.4% | +149.8% | -155.2% | -8.6% |
| All | -5.4% | +139.4% | -144.9% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling