-48.4%
TSLL vs STZ
+17.1%
-65.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | +5.3% | -16.4% | -9.1% |
| 30D | -5.3% | +19.6% | -24.9% | +1.4% |
| 3M | +20.8% | +10.0% | +10.9% | +26.5% |
| 6M | -36.0% | -0.3% | -35.7% | -34.9% |
| YTD | -47.3% | +8.6% | -55.9% | -47.6% |
| 1Y | -48.4% | +16.6% | -65.0% | -49.7% |
| All | -48.4% | +17.1% | -65.5% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling