-49.1%
TSLL vs TTMI
+361.6%
-410.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.1% |
| 7D | +17.8% | +11.4% | +6.5% | +10.7% |
| 30D | +8.2% | -28.3% | +36.5% | +26.2% |
| 3M | +20.9% | -46.7% | +67.5% | +61.4% |
| 6M | -37.5% | -56.1% | +18.6% | -8.5% |
| YTD | -44.5% | +7.4% | -51.9% | -60.1% |
| 1Y | -33.0% | +17.4% | -50.4% | -56.6% |
| 3Y | -6.4% | +429.1% | -435.5% | -79.3% |
| All | -49.1% | +361.6% | -410.7% | -88.6% |
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