-49.1%
TSLL vs TRU
+4.0%
-53.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | 0.0% | +17.8% | +17.9% |
| 30D | +8.2% | +21.3% | -13.1% | -10.3% |
| 3M | +20.9% | +0.2% | +20.6% | +16.8% |
| 6M | -37.5% | +22.4% | -59.9% | -51.0% |
| YTD | -44.5% | -4.8% | -39.7% | -47.0% |
| 1Y | -33.0% | -0.2% | -32.8% | -39.3% |
| 3Y | -6.4% | +57.9% | -64.3% | -33.8% |
| All | -49.1% | +4.0% | -53.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling