+370.6%
TSM vs TSLL
-58.7%
+429.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.6% | -2.3% | +5.1% |
| 7D | -7.6% | -21.2% | +13.7% | -4.4% |
| 30D | -20.5% | -13.3% | -7.2% | -19.0% |
| 3M | -10.0% | +15.4% | -25.4% | -12.6% |
| 6M | -10.1% | -34.2% | +24.2% | -7.1% |
| YTD | +24.5% | -52.9% | +77.4% | +33.2% |
| 1Y | +31.2% | -54.3% | +85.5% | +40.0% |
| 3Y | +322.0% | -18.4% | +340.4% | +257.2% |
| All | +370.6% | -58.7% | +429.3% | +340.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling