-56.8%
TSLL vs TRMB
-20.0%
-36.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.8% | +7.6% |
| 7D | -21.2% | -16.7% | -4.5% | -4.9% |
| 30D | -13.3% | -9.9% | -3.4% | -5.3% |
| 3M | +15.4% | -7.6% | +23.0% | +21.8% |
| 6M | -34.2% | -14.7% | -19.6% | -26.3% |
| YTD | -52.9% | -30.9% | -22.0% | -31.5% |
| 1Y | -54.3% | -31.3% | -23.0% | -33.0% |
| 3Y | -18.4% | +29.4% | -47.8% | -32.1% |
| All | -56.8% | -20.0% | -36.9% | -41.0% |
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