-48.9%
TSLL vs TAP
-16.7%
-32.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +0.5% | -8.0% | +8.5% | +2.6% |
| 30D | +2.7% | +4.1% | -1.4% | +0.9% |
| 3M | +26.3% | -4.4% | +30.6% | +27.0% |
| 6M | -37.2% | -1.9% | -35.2% | -37.8% |
| YTD | -44.2% | -12.1% | -32.2% | -43.1% |
| 1Y | -44.0% | -12.0% | -31.9% | -43.3% |
| 3Y | 0.0% | -25.0% | +25.1% | +9.7% |
| All | -48.9% | -16.7% | -32.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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