-49.1%
TSLL vs TRMB
-17.7%
-31.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | +17.8% | +2.8% | +15.0% | +14.3% |
| 30D | +8.2% | -5.9% | +14.1% | +12.4% |
| 3M | +20.9% | -3.3% | +24.2% | +21.0% |
| 6M | -37.5% | +1.3% | -38.8% | -43.0% |
| YTD | -44.5% | -29.0% | -15.5% | -21.8% |
| 1Y | -33.0% | -27.8% | -5.2% | -8.0% |
| 3Y | -6.4% | +36.3% | -42.7% | -26.2% |
| All | -49.1% | -17.7% | -31.5% | -32.6% |
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