+436.2%
TSM vs TSLL
-57.4%
+493.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.8% | +14.7% | +4.5% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +3.6% | +17.8% | -14.2% | +0.6% |
| 3M | -3.4% | -37.0% | +33.6% | +1.0% |
| 6M | +20.6% | -37.7% | +58.3% | +25.2% |
| YTD | +41.9% | -51.4% | +93.2% | +51.4% |
| 1Y | +84.4% | -23.4% | +107.7% | +83.0% |
| 3Y | +380.2% | -30.8% | +411.0% | +314.9% |
| All | +436.2% | -57.4% | +493.5% | +400.6% |
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