-52.1%
TSLL vs TRU
+6.5%
-58.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.1% |
| 7D | -14.3% | +4.9% | -19.2% | -17.9% |
| 30D | -6.2% | +26.9% | -33.1% | -25.0% |
| 3M | +21.2% | +4.0% | +17.2% | +13.9% |
| 6M | -36.6% | +15.8% | -52.4% | -47.8% |
| YTD | -47.8% | -2.6% | -45.2% | -50.9% |
| 1Y | -45.2% | +3.9% | -49.1% | -52.1% |
| 3Y | -3.3% | +59.2% | -62.5% | -32.1% |
| All | -52.1% | +6.5% | -58.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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