+18.9%
C vs TSLL
-59.2%
+78.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -21.9% | +16.8% | -2.5% |
| 7D | -5.3% | -28.9% | +23.6% | -1.9% |
| 30D | -7.3% | -21.4% | +14.1% | -5.1% |
| 3M | -13.5% | +5.0% | -18.4% | -14.9% |
| 6M | -6.5% | -36.6% | +30.1% | -5.1% |
| YTD | +3.6% | -56.6% | +60.3% | +9.7% |
| 1Y | +18.9% | -60.9% | +79.8% | +26.6% |
| All | +18.9% | -59.2% | +78.1% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling