-49.1%
TSLL vs SU
+164.6%
-213.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | +17.8% | +1.7% | +16.1% | +16.9% |
| 30D | +8.2% | -7.9% | +16.1% | +12.0% |
| 3M | +20.9% | +7.5% | +13.3% | +16.5% |
| 6M | -37.5% | +7.2% | -44.7% | -40.4% |
| YTD | -44.5% | +60.9% | -105.4% | -59.9% |
| 1Y | -33.0% | +63.6% | -96.6% | -52.3% |
| 3Y | -6.4% | +128.9% | -135.2% | -44.4% |
| All | -49.1% | +164.6% | -213.8% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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