-51.9%
TSLL vs SU
+156.9%
-208.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +7.5% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | +21.7% | +13.7% | +8.0% | +15.1% |
| 3M | -28.2% | +8.0% | -36.3% | -31.5% |
| 6M | -29.5% | +21.0% | -50.5% | -38.7% |
| YTD | -47.5% | +56.2% | -103.8% | -61.4% |
| 1Y | -20.8% | +72.2% | -93.0% | -45.6% |
| 3Y | -26.7% | +118.1% | -144.8% | -55.6% |
| All | -51.9% | +156.9% | -208.9% | -71.4% |
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