-48.9%
TSLL vs STT
+47.3%
-96.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +7.5% |
| 7D | -14.3% | +0.9% | -15.2% | -14.0% |
| 30D | -6.2% | -2.3% | -3.8% | -2.9% |
| 3M | +21.2% | -7.0% | +28.2% | +29.8% |
| 6M | -36.6% | +15.5% | -52.1% | -43.5% |
| YTD | -47.8% | +35.6% | -83.4% | -61.6% |
| All | -48.9% | +47.3% | -96.3% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling