-56.8%
TSLL vs TAP
-15.4%
-41.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.5% | +13.1% | +9.8% |
| 7D | -21.2% | +0.5% | -21.7% | -21.4% |
| 30D | -13.3% | +9.1% | -22.4% | -16.0% |
| 3M | +15.4% | -3.8% | +19.2% | +16.0% |
| 6M | -34.2% | -3.4% | -30.8% | -34.3% |
| YTD | -52.9% | -10.6% | -42.3% | -52.2% |
| 1Y | -54.3% | -4.4% | -49.9% | -55.9% |
| 3Y | -18.4% | -24.4% | +6.0% | -10.2% |
| All | -56.8% | -15.4% | -41.5% | -56.1% |
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