-51.9%
TSLL vs TRV
+144.4%
-196.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.1% |
| 7D | +5.8% | +0.5% | +5.3% | +5.8% |
| 30D | +21.7% | -4.9% | +26.6% | +23.3% |
| 3M | -28.2% | +23.7% | -52.0% | -34.4% |
| 6M | -29.5% | +20.3% | -49.8% | -35.2% |
| YTD | -47.5% | +27.1% | -74.6% | -53.3% |
| 1Y | -20.8% | +35.3% | -56.1% | -32.3% |
| 3Y | -26.7% | +139.8% | -166.5% | -48.7% |
| All | -51.9% | +144.4% | -196.3% | -68.9% |
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