-52.1%
TSLL vs SRE
+11.1%
-63.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.2% |
| 7D | -14.3% | -8.4% | -5.9% | -6.5% |
| 30D | -6.2% | -3.2% | -3.0% | -2.8% |
| 3M | +21.2% | -5.3% | +26.5% | +25.8% |
| 6M | -36.6% | -12.6% | -24.0% | -30.0% |
| YTD | -47.8% | -8.8% | -39.0% | -46.2% |
| 1Y | -45.2% | -13.4% | -31.8% | -40.0% |
| 3Y | -3.3% | +24.4% | -27.6% | -28.9% |
| All | -52.1% | +11.1% | -63.2% | -60.4% |
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