-5.9%
TSLL vs SYY
+24.2%
-30.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.7% |
| 30D | +2.7% | -2.2% | +4.9% | +3.3% |
| 3M | +26.3% | -8.0% | +34.3% | +29.5% |
| 6M | -37.2% | +7.5% | -44.7% | -40.0% |
| YTD | -44.2% | +7.4% | -51.7% | -47.5% |
| 1Y | -44.0% | +4.9% | -48.8% | -46.7% |
| All | -5.9% | +24.2% | -30.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling