-46.0%
TSLL vs STM
+92.4%
-138.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.1% | -0.3% | -1.8% |
| 7D | -9.4% | -6.0% | -3.4% | -5.4% |
| 30D | +1.6% | -20.9% | +22.5% | +20.4% |
| 3M | +29.4% | -15.8% | +45.2% | +45.2% |
| 6M | -20.1% | -17.0% | -3.1% | -0.5% |
| YTD | -44.5% | +76.8% | -121.3% | -54.7% |
| 1Y | -46.0% | +96.5% | -142.5% | -60.3% |
| All | -46.0% | +92.4% | -138.4% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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