+342.6%
TSM vs TSLL
-62.0%
+404.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -21.9% | +11.1% | -7.6% |
| 7D | -18.2% | -28.9% | +10.7% | -14.2% |
| 30D | -26.8% | -21.4% | -5.4% | -24.4% |
| 3M | -14.5% | +5.0% | -19.5% | -15.8% |
| 6M | -10.0% | -36.6% | +26.5% | -6.5% |
| YTD | +17.1% | -56.6% | +73.8% | +26.7% |
| 1Y | +21.5% | -60.9% | +82.4% | +32.5% |
| 3Y | +300.4% | -25.2% | +325.6% | +243.2% |
| All | +342.6% | -62.0% | +404.6% | +319.0% |
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