+54.7%
T vs TSLL
-51.4%
+106.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | +2.5% | +17.8% | -15.3% | +2.7% |
| 30D | -3.8% | +8.2% | -12.0% | -3.6% |
| 3M | -8.7% | +20.9% | -29.6% | -8.5% |
| 6M | -8.1% | -37.5% | +29.4% | -8.2% |
| YTD | -6.4% | -44.5% | +38.1% | -6.4% |
| 1Y | -9.8% | -33.0% | +23.2% | -9.7% |
| 3Y | +65.5% | -6.4% | +71.9% | +63.4% |
| All | +54.7% | -51.4% | +106.1% | +59.7% |
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