-46.0%
TSLL vs A
+24.4%
-70.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.3% | -6.7% |
| 7D | -9.4% | -2.4% | -7.1% | -8.7% |
| 30D | +1.6% | +3.6% | -2.0% | +0.4% |
| 3M | +29.4% | +27.5% | +1.9% | +20.7% |
| 6M | -20.1% | +58.5% | -78.6% | -33.0% |
| YTD | -44.5% | +31.2% | -75.7% | -48.4% |
| 1Y | -46.0% | +22.2% | -68.2% | -47.3% |
| All | -46.0% | +24.4% | -70.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling