-55.4%
TSLL vs STM
+45.8%
-101.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.7% | -13.6% |
| 7D | +1.9% | +5.8% | -3.9% | -3.5% |
| 30D | +17.8% | -1.0% | +18.8% | +18.1% |
| 3M | -37.0% | -33.3% | -3.8% | -5.2% |
| 6M | -37.7% | +57.4% | -95.0% | -61.6% |
| YTD | -51.4% | +102.2% | -153.6% | -77.7% |
| 1Y | -23.4% | +99.6% | -123.0% | -65.2% |
| 3Y | -30.8% | +14.5% | -45.3% | -44.7% |
| All | -55.4% | +45.8% | -101.3% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling