-54.3%
TSLL vs STM
+75.4%
-129.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +5.1% |
| 7D | -21.2% | -10.7% | -10.5% | -12.7% |
| 30D | -13.3% | -25.7% | +12.4% | +9.6% |
| 3M | +15.4% | -21.6% | +36.9% | +38.9% |
| 6M | -34.2% | -27.8% | -6.4% | -8.5% |
| YTD | -52.9% | +61.8% | -114.7% | -56.5% |
| 1Y | -54.3% | +78.1% | -132.4% | -60.9% |
| All | -54.3% | +75.4% | -129.8% | -60.9% |
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