-8.4%
T vs TSLL
-57.5%
+49.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.6% | -9.5% | -0.4% |
| 7D | +1.0% | -21.2% | +22.2% | -0.1% |
| 30D | -10.6% | -13.3% | +2.7% | -11.0% |
| 3M | -7.7% | +15.4% | -23.1% | -6.5% |
| 6M | -13.3% | -34.2% | +20.9% | -13.9% |
| YTD | -8.8% | -52.9% | +44.1% | -10.3% |
| 1Y | -8.4% | -54.3% | +45.9% | -9.8% |
| All | -8.4% | -57.5% | +49.1% | -9.8% |
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