-55.4%
TSLL vs STT
+213.7%
-269.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | +17.8% | +3.9% | +13.9% | +11.6% |
| 3M | -37.0% | +20.0% | -57.0% | -50.1% |
| 6M | -37.7% | +55.3% | -93.0% | -65.0% |
| YTD | -51.4% | +53.3% | -104.7% | -72.6% |
| 1Y | -23.4% | +74.7% | -98.1% | -63.8% |
| 3Y | -30.8% | +205.8% | -236.6% | -80.3% |
| All | -55.4% | +213.7% | -269.2% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling