-18.4%
TSLL vs SRE
+18.5%
-36.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +10.5% |
| 7D | -21.2% | -9.2% | -12.0% | -13.8% |
| 30D | -13.3% | -1.9% | -11.4% | -11.3% |
| 3M | +15.4% | -6.5% | +21.9% | +20.9% |
| 6M | -34.2% | -15.2% | -19.0% | -25.5% |
| YTD | -52.9% | -9.5% | -43.4% | -51.4% |
| 1Y | -54.3% | -13.2% | -41.1% | -50.5% |
| 3Y | -18.4% | +19.5% | -37.9% | -34.4% |
| All | -18.4% | +18.5% | -36.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling