-48.9%
TSLL vs TGT
+14.1%
-63.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.8% |
| 30D | +2.7% | +6.7% | -4.0% | -1.3% |
| 3M | +26.3% | +8.4% | +17.9% | +19.5% |
| 6M | -37.2% | +40.7% | -77.9% | -50.3% |
| YTD | -44.2% | +72.2% | -116.5% | -62.4% |
| 1Y | -44.0% | +86.2% | -130.1% | -64.5% |
| 3Y | 0.0% | +68.8% | -68.8% | -38.1% |
| All | -48.9% | +14.1% | -63.0% | -57.6% |
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