-51.7%
TSLL vs STZ
-32.7%
-19.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | +5.3% | -16.4% | -12.6% |
| 30D | -5.3% | +19.6% | -24.9% | -11.8% |
| 3M | +20.8% | +10.0% | +10.9% | +15.9% |
| 6M | -36.0% | -0.3% | -35.7% | -36.6% |
| YTD | -47.3% | +8.6% | -55.9% | -52.3% |
| 1Y | -48.4% | +16.6% | -65.0% | -55.9% |
| 3Y | -5.4% | -34.8% | +29.3% | +12.3% |
| All | -51.7% | -32.7% | -19.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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