-52.1%
TSLL vs TRMB
-19.1%
-33.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.9% | +9.7% |
| 7D | -14.3% | -17.0% | +2.6% | +4.0% |
| 30D | -6.2% | -9.0% | +2.8% | +1.5% |
| 3M | +21.2% | -8.1% | +29.3% | +29.0% |
| 6M | -36.6% | -10.1% | -26.5% | -33.2% |
| YTD | -47.8% | -30.2% | -17.6% | -24.9% |
| 1Y | -45.2% | -30.7% | -14.5% | -20.4% |
| 3Y | -3.3% | +32.6% | -35.9% | -21.6% |
| All | -52.1% | -19.1% | -33.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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