+322.0%
TSM vs TSLL
-21.0%
+343.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.6% | -2.3% | +5.1% |
| 7D | -7.6% | -21.2% | +13.7% | -4.5% |
| 30D | -20.5% | -13.3% | -7.2% | -19.0% |
| 3M | -10.0% | +15.4% | -25.4% | -12.5% |
| 6M | -10.1% | -34.2% | +24.2% | -7.2% |
| YTD | +24.5% | -52.9% | +77.4% | +32.8% |
| 1Y | +31.2% | -54.3% | +85.5% | +39.6% |
| 3Y | +322.0% | -18.4% | +340.4% | +282.3% |
| All | +322.0% | -21.0% | +343.0% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 3y: compounded portfolio wealth divided by compounded TSLL 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…
3y analysis · Full analysis span regression · 6 months rolling