+50.9%
T vs TSLL
-58.7%
+109.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.6% | -9.5% | -0.8% |
| 7D | +1.0% | -21.2% | +22.2% | +0.8% |
| 30D | -10.6% | -13.3% | +2.7% | -10.7% |
| 3M | -7.7% | +15.4% | -23.1% | -7.5% |
| 6M | -13.3% | -34.2% | +20.9% | -13.4% |
| YTD | -8.8% | -52.9% | +44.1% | -8.9% |
| 1Y | -8.4% | -54.3% | +45.9% | -8.5% |
| 3Y | +59.6% | -18.4% | +78.0% | +57.2% |
| All | +50.9% | -58.7% | +109.6% | +55.4% |
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