-48.9%
TSLL vs SRE
-13.6%
-35.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.9% |
| 7D | -14.3% | -8.4% | -5.9% | -15.2% |
| 30D | -6.2% | -3.2% | -3.0% | -5.7% |
| 3M | +21.2% | -5.3% | +26.5% | +20.2% |
| 6M | -36.6% | -12.6% | -24.0% | -37.7% |
| YTD | -47.8% | -8.8% | -39.0% | -51.2% |
| All | -48.9% | -13.6% | -35.3% | -49.4% |
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 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