-49.1%
TSLL vs SYY
+2.6%
-51.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.2% |
| 7D | +17.8% | +0.3% | +17.5% | +17.7% |
| 30D | +8.2% | -4.8% | +13.0% | +10.4% |
| 3M | +20.9% | -7.1% | +27.9% | +24.4% |
| 6M | -37.5% | +6.8% | -44.3% | -40.7% |
| YTD | -44.5% | +7.7% | -52.2% | -48.7% |
| 1Y | -33.0% | +5.7% | -38.6% | -37.6% |
| 3Y | -6.4% | +24.6% | -30.9% | -24.7% |
| All | -49.1% | +2.6% | -51.7% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling