+202.8%
C vs TSLL
-57.4%
+260.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.8% | +11.5% | +0.9% |
| 7D | +3.6% | +1.9% | +1.7% | +3.2% |
| 30D | +0.1% | +17.8% | -17.7% | -2.0% |
| 3M | +2.4% | -37.0% | +39.4% | +5.4% |
| 6M | +24.9% | -37.7% | +62.6% | +27.7% |
| YTD | +19.8% | -51.4% | +71.2% | +25.2% |
| 1Y | +44.9% | -23.4% | +68.2% | +42.7% |
| 3Y | +263.0% | -30.8% | +293.8% | +224.3% |
| All | +202.8% | -57.4% | +260.2% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling