-56.8%
TSLL vs STZ
-34.3%
-22.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +9.2% |
| 7D | -21.2% | +4.9% | -26.1% | -22.6% |
| 30D | -13.3% | +20.9% | -34.2% | -19.8% |
| 3M | +15.4% | +8.0% | +7.4% | +11.2% |
| 6M | -34.2% | -5.3% | -28.9% | -33.5% |
| YTD | -52.9% | +5.9% | -58.8% | -57.0% |
| 1Y | -54.3% | +14.2% | -68.6% | -60.7% |
| 3Y | -18.4% | -37.0% | +18.6% | -1.1% |
| All | -56.8% | -34.3% | -22.6% | -47.5% |
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