-55.4%
TSLL vs STLA
-52.7%
-2.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -13.0% |
| 7D | +1.9% | +2.6% | -0.7% | -0.1% |
| 30D | +17.8% | -1.2% | +19.0% | +19.5% |
| 3M | -37.0% | -24.8% | -12.2% | -18.9% |
| 6M | -37.7% | -25.6% | -12.1% | -19.6% |
| YTD | -51.4% | -48.9% | -2.4% | -18.3% |
| 1Y | -23.4% | -38.8% | +15.4% | +1.8% |
| 3Y | -30.8% | -64.5% | +33.8% | +52.6% |
| All | -55.4% | -52.7% | -2.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling