-52.1%
TSLL vs TTMI
+369.3%
-421.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +13.3% | -2.4% | +3.4% |
| 7D | -14.3% | -1.6% | -12.7% | -12.9% |
| 30D | -6.2% | -37.7% | +31.6% | +18.1% |
| 3M | +21.2% | -45.1% | +66.3% | +58.9% |
| 6M | -36.6% | -52.1% | +15.5% | -11.6% |
| YTD | -47.8% | +9.2% | -56.9% | -62.7% |
| 1Y | -45.2% | +12.9% | -58.1% | -63.1% |
| 3Y | -3.3% | +445.5% | -448.7% | -78.9% |
| All | -52.1% | +369.3% | -421.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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