-51.7%
TSLL vs SRE
+10.5%
-62.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -11.0% | -8.2% | -2.8% | -3.2% |
| 30D | -5.3% | -3.6% | -1.6% | -1.5% |
| 3M | +20.8% | -6.3% | +27.1% | +26.6% |
| 6M | -36.0% | -13.0% | -23.0% | -29.0% |
| YTD | -47.3% | -9.2% | -38.1% | -45.4% |
| 1Y | -48.4% | -13.1% | -35.3% | -43.8% |
| 3Y | -5.4% | +22.4% | -27.9% | -29.4% |
| All | -51.7% | +10.5% | -62.2% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling