-33.0%
TSLL vs SRE
-11.2%
-21.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.7% |
| 7D | +17.8% | +1.8% | +16.1% | +17.9% |
| 30D | +8.2% | -3.0% | +11.2% | +8.5% |
| 3M | +20.9% | -7.3% | +28.1% | +19.8% |
| 6M | -37.5% | -11.9% | -25.6% | -38.5% |
| YTD | -44.5% | -7.9% | -36.6% | -47.8% |
| 1Y | -33.0% | -11.1% | -21.8% | -34.1% |
| All | -33.0% | -11.2% | -21.8% | -34.1% |
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