+52.2%
T vs TSLL
-62.0%
+114.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.9% | +21.8% | -0.3% |
| 7D | +4.3% | -28.9% | +33.2% | +3.9% |
| 30D | -9.7% | -21.4% | +11.8% | -9.8% |
| 3M | -4.3% | +5.0% | -9.3% | -4.2% |
| 6M | -13.7% | -36.6% | +22.9% | -13.8% |
| YTD | -8.0% | -56.6% | +48.7% | -8.2% |
| 1Y | -6.9% | -60.9% | +54.0% | -7.2% |
| 3Y | +59.7% | -25.2% | +85.0% | +57.1% |
| All | +52.2% | -62.0% | +114.2% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling