+62.1%
T vs TSLL
-9.8%
+71.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | +1.0% |
| 7D | +1.7% | -14.3% | +16.0% | +1.4% |
| 30D | -1.7% | -6.2% | +4.4% | -1.7% |
| 3M | -7.3% | +21.2% | -28.5% | -6.8% |
| 6M | -11.2% | -36.6% | +25.4% | -11.4% |
| YTD | -8.1% | -47.8% | +39.7% | -8.3% |
| 1Y | -8.0% | -45.2% | +37.2% | -8.2% |
| 3Y | +62.1% | -3.3% | +65.4% | +65.1% |
| All | +62.1% | -9.8% | +71.9% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling