-56.8%
TSLL vs A
+36.1%
-92.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +7.3% |
| 7D | -21.2% | -0.1% | -21.2% | -20.8% |
| 30D | -13.3% | +3.4% | -16.7% | -14.9% |
| 3M | +15.4% | +23.8% | -8.4% | -0.8% |
| 6M | -34.2% | +49.0% | -83.2% | -52.8% |
| YTD | -52.9% | +29.4% | -82.3% | -62.1% |
| 1Y | -54.3% | +19.4% | -73.7% | -60.6% |
| 3Y | -18.4% | +66.2% | -84.6% | -48.4% |
| All | -56.8% | +36.1% | -92.9% | -69.1% |
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