-60.3%
TSLL vs STM
+11.7%
-72.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.4% | -9.5% | -10.0% |
| 7D | -28.9% | -20.1% | -8.8% | -10.9% |
| 30D | -21.4% | -32.0% | +10.5% | +14.3% |
| 3M | +5.0% | -24.2% | +29.1% | +36.1% |
| 6M | -36.6% | -29.9% | -6.6% | -10.4% |
| YTD | -56.6% | +54.9% | -111.5% | -74.3% |
| 1Y | -60.9% | +68.0% | -128.9% | -78.7% |
| 3Y | -25.2% | -0.1% | -25.1% | -32.7% |
| All | -60.3% | +11.7% | -72.0% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling