-60.3%
TSLL vs STT
+166.8%
-227.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.7% | -17.2% | -15.8% |
| 7D | -28.9% | -4.9% | -24.0% | -23.4% |
| 30D | -21.4% | -6.0% | -15.4% | -13.9% |
| 3M | +5.0% | -11.7% | +16.6% | +23.5% |
| 6M | -36.6% | +11.7% | -48.3% | -44.8% |
| YTD | -56.6% | +30.4% | -87.1% | -69.7% |
| 1Y | -60.9% | +43.9% | -104.8% | -76.0% |
| 3Y | -25.2% | +165.4% | -190.6% | -74.1% |
| All | -60.3% | +166.8% | -227.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling