-5.9%
TSLL vs STM
+15.2%
-21.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +2.5% |
| 7D | +0.5% | +1.4% | -1.0% | +1.0% |
| 30D | +2.7% | -8.4% | +11.0% | +13.1% |
| 3M | +26.3% | -15.8% | +42.1% | +48.4% |
| 6M | -37.2% | -22.8% | -14.3% | -18.8% |
| YTD | -44.2% | +79.4% | -123.6% | -70.8% |
| 1Y | -44.0% | +97.0% | -140.9% | -73.5% |
| All | -5.9% | +15.2% | -21.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling