-48.4%
TSLL vs SRE
-14.1%
-34.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -11.0% | -8.2% | -2.8% | -11.8% |
| 30D | -5.3% | -3.6% | -1.6% | -4.9% |
| 3M | +20.8% | -6.3% | +27.1% | +19.8% |
| 6M | -36.0% | -13.0% | -23.0% | -37.1% |
| YTD | -47.3% | -9.2% | -38.1% | -50.7% |
| 1Y | -48.4% | -13.1% | -35.3% | -48.9% |
| All | -48.4% | -14.1% | -34.4% | -48.9% |
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