-52.1%
TSLL vs STM
+24.5%
-76.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.8% | +4.1% | +4.4% |
| 7D | -14.3% | -5.6% | -8.7% | -7.9% |
| 30D | -6.2% | -14.4% | +8.3% | +10.6% |
| 3M | +21.2% | -20.5% | +41.7% | +50.7% |
| 6M | -36.6% | -24.5% | -12.1% | -16.1% |
| YTD | -47.8% | +72.7% | -120.5% | -72.0% |
| 1Y | -45.2% | +91.0% | -136.3% | -73.7% |
| 3Y | -3.3% | +13.5% | -16.8% | -22.9% |
| All | -52.1% | +24.5% | -76.7% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling