-51.7%
TSLL vs TGT
+13.5%
-65.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.0% |
| 7D | -11.0% | +5.5% | -16.5% | -13.5% |
| 30D | -5.3% | +6.0% | -11.3% | -8.7% |
| 3M | +20.8% | +8.0% | +12.8% | +14.6% |
| 6M | -36.0% | +32.3% | -68.3% | -47.6% |
| YTD | -47.3% | +71.3% | -118.5% | -64.3% |
| 1Y | -48.4% | +86.8% | -135.3% | -67.5% |
| 3Y | -5.4% | +67.9% | -73.3% | -41.3% |
| All | -51.7% | +13.5% | -65.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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