-56.8%
TSLL vs SO
+38.8%
-95.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.7% | +8.4% |
| 7D | -21.2% | -1.5% | -19.8% | -21.4% |
| 30D | -13.3% | +8.1% | -21.4% | -12.1% |
| 3M | +15.4% | +0.2% | +15.2% | +15.6% |
| 6M | -34.2% | +0.4% | -34.6% | -34.2% |
| YTD | -52.9% | +8.5% | -61.4% | -52.9% |
| 1Y | -54.3% | +4.9% | -59.3% | -54.3% |
| 3Y | -18.4% | +47.9% | -66.3% | -30.0% |
| All | -56.8% | +38.8% | -95.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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