-51.7%
TSLL vs A
+38.5%
-90.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.9% |
| 7D | -11.0% | +1.4% | -12.4% | -11.3% |
| 30D | -5.3% | +4.3% | -9.6% | -7.5% |
| 3M | +20.8% | +19.8% | +1.0% | +6.5% |
| 6M | -36.0% | +54.4% | -90.4% | -55.2% |
| YTD | -47.3% | +31.7% | -79.0% | -58.1% |
| 1Y | -48.4% | +22.4% | -70.9% | -56.3% |
| 3Y | -5.4% | +67.7% | -73.1% | -40.6% |
| All | -51.7% | +38.5% | -90.2% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling