-6.4%
T vs TSLL
-48.4%
+42.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +1.7% |
| 7D | +5.5% | -9.4% | +14.9% | +4.9% |
| 30D | -8.9% | +1.6% | -10.5% | -8.7% |
| 3M | -5.6% | +29.4% | -35.0% | -3.9% |
| 6M | -14.3% | -20.1% | +5.9% | -14.1% |
| YTD | -7.9% | -44.5% | +36.6% | -8.7% |
| 1Y | -6.4% | -46.0% | +39.6% | -7.1% |
| All | -6.4% | -48.4% | +42.0% | -7.1% |
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