+20.5%
C vs TSLL
-57.5%
+78.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -0.5% |
| 7D | -2.4% | -21.2% | +18.8% | -0.1% |
| 30D | -6.0% | -13.3% | +7.3% | -4.9% |
| 3M | -10.5% | +15.4% | -25.9% | -13.0% |
| 6M | -5.7% | -34.2% | +28.5% | -4.4% |
| YTD | +4.1% | -52.9% | +57.0% | +9.1% |
| 1Y | +20.5% | -54.3% | +74.8% | +25.9% |
| All | +20.5% | -57.5% | +78.0% | +25.9% |
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