-23.4%
TSLL vs SRE
+4.7%
-28.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -12.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +17.8% | -0.7% | +18.5% | +17.4% |
| 3M | -37.0% | -6.3% | -30.7% | -37.4% |
| 6M | -37.7% | -10.7% | -27.0% | -37.5% |
| YTD | -51.4% | -3.5% | -47.9% | -53.4% |
| 1Y | -23.4% | +5.3% | -28.7% | -27.9% |
| All | -23.4% | +4.7% | -28.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling