-60.3%
TSLL vs SW
+35.2%
-95.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.5% | -20.4% | -21.1% |
| 7D | -28.9% | +4.7% | -33.5% | -30.5% |
| 30D | -21.4% | +5.0% | -26.4% | -23.5% |
| 3M | +5.0% | -7.3% | +12.3% | +8.6% |
| 6M | -36.6% | +15.0% | -51.5% | -41.3% |
| YTD | -56.6% | +18.5% | -75.2% | -61.1% |
| 1Y | -60.9% | +27.1% | -88.0% | -66.2% |
| 3Y | -25.2% | +49.3% | -74.5% | -33.5% |
| All | -60.3% | +35.2% | -95.5% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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