-52.1%
TSLL vs SYY
+4.3%
-56.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.0% |
| 7D | -14.3% | -4.1% | -10.2% | -12.7% |
| 30D | -6.2% | +0.3% | -6.5% | -6.5% |
| 3M | +21.2% | -6.3% | +27.5% | +24.3% |
| 6M | -36.6% | +9.7% | -46.3% | -40.6% |
| YTD | -47.8% | +9.4% | -57.2% | -52.0% |
| 1Y | -45.2% | +7.3% | -52.5% | -49.3% |
| 3Y | -3.3% | +27.6% | -30.9% | -23.2% |
| All | -52.1% | +4.3% | -56.4% | -54.9% |
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