-56.8%
TSLL vs STM
+16.7%
-73.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +4.4% |
| 7D | -21.2% | -10.7% | -10.5% | -10.8% |
| 30D | -13.3% | -25.7% | +12.4% | +16.3% |
| 3M | +15.4% | -21.6% | +36.9% | +45.1% |
| 6M | -34.2% | -27.8% | -6.4% | -9.6% |
| YTD | -52.9% | +61.8% | -114.7% | -73.2% |
| 1Y | -54.3% | +78.1% | -132.4% | -76.6% |
| 3Y | -18.4% | +4.9% | -23.3% | -29.8% |
| All | -56.8% | +16.7% | -73.5% | -65.7% |
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