-47.2%
TSLL vs TRV
+170.3%
-217.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.1% |
| 7D | +33.0% | +0.1% | +32.9% | +32.9% |
| 30D | +7.7% | +8.0% | -0.3% | +5.6% |
| 3M | +34.7% | +9.3% | +25.4% | +31.6% |
| 6M | -31.5% | +36.2% | -67.7% | -39.2% |
| YTD | -42.4% | +40.6% | -82.9% | -50.0% |
| 1Y | -39.7% | +43.1% | -82.8% | -48.2% |
| 3Y | +3.4% | +149.6% | -146.2% | -28.1% |
| All | -47.2% | +170.3% | -217.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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