-49.1%
TSLL vs TAP
-14.3%
-34.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -4.5% |
| 7D | +17.8% | +1.3% | +16.6% | +17.4% |
| 30D | +8.2% | +5.7% | +2.5% | +6.0% |
| 3M | +20.9% | -1.9% | +22.8% | +20.8% |
| 6M | -37.5% | +0.9% | -38.4% | -38.6% |
| YTD | -44.5% | -9.5% | -35.0% | -43.8% |
| 1Y | -33.0% | -9.0% | -24.0% | -32.8% |
| 3Y | -6.4% | -22.2% | +15.9% | +1.5% |
| All | -49.1% | -14.3% | -34.8% | -48.4% |
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