-39.7%
TSLL vs STM
+95.5%
-135.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.0% |
| 7D | +33.0% | +16.3% | +16.7% | +18.5% |
| 30D | +7.7% | -6.3% | +14.0% | +14.6% |
| 3M | +34.7% | -14.1% | +48.8% | +51.2% |
| 6M | -31.5% | -19.6% | -11.9% | -12.3% |
| YTD | -42.4% | +80.1% | -122.5% | -50.3% |
| 1Y | -39.7% | +95.4% | -135.0% | -51.3% |
| All | -39.7% | +95.5% | -135.2% | -51.3% |
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