-52.1%
TSLL vs SO
+40.6%
-92.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +11.2% |
| 7D | -14.3% | -1.1% | -13.2% | -14.5% |
| 30D | -6.2% | +8.6% | -14.7% | -4.7% |
| 3M | +21.2% | +1.8% | +19.4% | +21.8% |
| 6M | -36.6% | +3.6% | -40.2% | -36.4% |
| YTD | -47.8% | +9.9% | -57.7% | -47.6% |
| 1Y | -45.2% | +5.7% | -50.9% | -45.0% |
| 3Y | -3.3% | +52.5% | -55.8% | -17.8% |
| All | -52.1% | +40.6% | -92.7% | -54.3% |
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