-37.7%
TSLL vs SRE
-11.4%
-26.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -12.4% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +17.8% | -0.7% | +18.5% | +17.6% |
| 3M | -37.0% | -6.3% | -30.7% | -39.3% |
| 6M | -37.7% | -10.7% | -27.0% | -43.0% |
| All | -37.7% | -11.4% | -26.3% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling