-51.7%
TSLL vs SYY
+3.3%
-55.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | -11.0% | +4.7% | -15.8% | -12.6% |
| 30D | -5.3% | -0.7% | -4.6% | -5.3% |
| 3M | +20.8% | -6.8% | +27.6% | +24.2% |
| 6M | -36.0% | +8.6% | -44.6% | -39.8% |
| YTD | -47.3% | +8.4% | -55.7% | -51.4% |
| 1Y | -48.4% | +7.1% | -55.5% | -52.3% |
| 3Y | -5.4% | +25.2% | -30.7% | -24.0% |
| All | -51.7% | +3.3% | -55.0% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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