-56.8%
TSLL vs STT
+167.4%
-224.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.4% |
| 7D | -21.2% | -2.5% | -18.7% | -17.8% |
| 30D | -13.3% | -5.0% | -8.3% | -6.3% |
| 3M | +15.4% | -10.5% | +25.9% | +33.5% |
| 6M | -34.2% | +10.0% | -44.2% | -41.6% |
| YTD | -52.9% | +30.7% | -83.6% | -67.1% |
| 1Y | -54.3% | +43.8% | -98.1% | -72.0% |
| 3Y | -18.4% | +168.1% | -186.5% | -72.0% |
| All | -56.8% | +167.4% | -224.2% | -85.2% |
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