-44.0%
TSLL vs SRE
-13.4%
-30.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +0.5% | -5.6% | +6.1% | +0.3% |
| 30D | +2.7% | -4.5% | +7.1% | +3.0% |
| 3M | +26.3% | -7.7% | +34.0% | +25.2% |
| 6M | -37.2% | -14.4% | -22.8% | -38.0% |
| YTD | -44.2% | -9.4% | -34.8% | -47.9% |
| 1Y | -44.0% | -13.8% | -30.1% | -43.6% |
| All | -44.0% | -13.4% | -30.6% | -43.6% |
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