-60.3%
TSLL vs STZ
-33.1%
-27.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.7% |
| 7D | -28.9% | +11.8% | -40.7% | -31.6% |
| 30D | -21.4% | +26.0% | -47.4% | -28.4% |
| 3M | +5.0% | +11.5% | -6.6% | 0.0% |
| 6M | -36.6% | -2.0% | -34.6% | -36.8% |
| YTD | -56.6% | +7.9% | -64.5% | -60.7% |
| 1Y | -60.9% | +13.9% | -74.8% | -66.0% |
| 3Y | -25.2% | -35.8% | +10.6% | -9.8% |
| All | -60.3% | -33.1% | -27.2% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling