-18.4%
TSLL vs STT
+165.4%
-183.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.3% |
| 7D | -21.2% | -2.5% | -18.7% | -16.8% |
| 30D | -13.3% | -5.0% | -8.3% | -4.4% |
| 3M | +15.4% | -10.5% | +25.9% | +38.5% |
| 6M | -34.2% | +10.0% | -44.2% | -44.7% |
| YTD | -52.9% | +30.7% | -83.6% | -71.9% |
| 1Y | -54.3% | +43.8% | -98.1% | -77.4% |
| 3Y | -18.4% | +168.1% | -186.5% | -81.7% |
| All | -18.4% | +165.4% | -183.7% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling