-52.1%
TSLL vs A
+40.3%
-92.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +8.6% |
| 7D | -14.3% | +4.8% | -19.1% | -16.6% |
| 30D | -6.2% | +5.6% | -11.8% | -9.2% |
| 3M | +21.2% | +23.6% | -2.4% | +4.4% |
| 6M | -36.6% | +56.4% | -92.9% | -56.0% |
| YTD | -47.8% | +33.4% | -81.2% | -58.8% |
| 1Y | -45.2% | +23.7% | -68.9% | -53.9% |
| 3Y | -3.3% | +71.0% | -74.3% | -40.1% |
| All | -52.1% | +40.3% | -92.4% | -66.4% |
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