-52.1%
TSLL vs TRV
+165.0%
-217.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | -0.9% | -13.4% | -14.1% |
| 30D | -6.2% | +7.2% | -13.3% | -7.8% |
| 3M | +21.2% | +3.2% | +18.0% | +20.1% |
| 6M | -36.6% | +33.6% | -70.2% | -43.5% |
| YTD | -47.8% | +37.8% | -85.6% | -54.5% |
| 1Y | -45.2% | +43.4% | -88.6% | -53.3% |
| 3Y | -3.3% | +146.7% | -149.9% | -32.6% |
| All | -52.1% | +165.0% | -217.1% | -69.7% |
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