-24.9%
TSLL vs STM
+0.3%
-25.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.4% | -9.5% | -10.2% |
| 7D | -28.9% | -20.1% | -8.8% | -11.3% |
| 30D | -21.4% | -32.0% | +10.5% | +13.4% |
| 3M | +5.0% | -24.2% | +29.1% | +35.4% |
| 6M | -36.6% | -29.9% | -6.6% | -10.6% |
| YTD | -56.6% | +54.9% | -111.5% | -74.0% |
| 1Y | -60.9% | +68.0% | -128.9% | -78.5% |
| All | -24.9% | +0.3% | -25.2% | -33.6% |
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