-52.1%
TSLL vs TGT
+15.6%
-67.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.7% | +6.2% | +8.2% |
| 7D | -14.3% | +4.7% | -19.1% | -16.3% |
| 30D | -6.2% | +8.0% | -14.1% | -10.4% |
| 3M | +21.2% | +11.7% | +9.5% | +12.7% |
| 6M | -36.6% | +34.7% | -71.3% | -48.6% |
| YTD | -47.8% | +74.4% | -122.2% | -65.0% |
| 1Y | -45.2% | +89.2% | -134.4% | -65.7% |
| 3Y | -3.3% | +73.4% | -76.6% | -41.2% |
| All | -52.1% | +15.6% | -67.7% | -60.5% |
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