-55.4%
TSLL vs SYY
+5.8%
-61.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.9% |
| 30D | +17.8% | -4.9% | +22.7% | +20.5% |
| 3M | -37.0% | +8.4% | -45.4% | -40.3% |
| 6M | -37.7% | -7.4% | -30.3% | -36.0% |
| YTD | -51.4% | +11.0% | -62.4% | -55.4% |
| 1Y | -23.4% | -0.2% | -23.1% | -24.9% |
| 3Y | -30.8% | +23.8% | -54.5% | -43.2% |
| All | -55.4% | +5.8% | -61.2% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling