-51.9%
TSLL vs SYY
+5.5%
-57.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +8.0% |
| 7D | +5.8% | -2.8% | +8.6% | +7.2% |
| 30D | +21.7% | -5.3% | +27.0% | +24.8% |
| 3M | -28.2% | +5.1% | -33.3% | -30.7% |
| 6M | -29.5% | -5.0% | -24.5% | -28.6% |
| YTD | -47.5% | +10.7% | -58.2% | -51.8% |
| 1Y | -20.8% | +0.7% | -21.5% | -22.9% |
| 3Y | -26.7% | +24.0% | -50.8% | -39.9% |
| All | -51.9% | +5.5% | -57.4% | -54.8% |
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