-18.4%
TSLL vs SMR
+43.9%
-62.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +16.2% | -7.6% | +3.7% |
| 7D | -21.2% | -9.6% | -11.6% | -18.3% |
| 30D | -13.3% | -33.8% | +20.5% | -1.8% |
| 3M | +15.4% | -46.4% | +61.7% | +37.9% |
| 6M | -34.2% | -62.4% | +28.2% | -13.8% |
| YTD | -52.9% | -64.1% | +11.2% | -39.1% |
| 1Y | -54.3% | -84.3% | +30.0% | -27.1% |
| 3Y | -18.4% | +55.8% | -74.2% | -20.2% |
| All | -18.4% | +43.9% | -62.3% | -20.2% |
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 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