-37.7%
TSLL vs STT
+54.6%
-92.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -12.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | +17.8% | +3.9% | +13.9% | +12.3% |
| 3M | -37.0% | +20.0% | -57.0% | -47.6% |
| 6M | -37.7% | +55.3% | -93.0% | -63.3% |
| All | -37.7% | +54.6% | -92.2% | -63.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling