+77.1%
T vs TSLL
-57.4%
+134.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.8% | +9.9% | -2.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.2% |
| 30D | +11.4% | +17.8% | -6.4% | +11.6% |
| 3M | +14.3% | -37.0% | +51.3% | +14.1% |
| 6M | -9.3% | -37.7% | +28.4% | -9.4% |
| YTD | +7.1% | -51.4% | +58.5% | +6.9% |
| 1Y | -9.1% | -23.4% | +14.3% | -9.2% |
| 3Y | +105.3% | -30.8% | +136.1% | +103.1% |
| All | +77.1% | -57.4% | +134.5% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling