-60.3%
TSLL vs A
+33.7%
-94.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.0% | -18.8% | -19.6% |
| 7D | -28.9% | -5.2% | -23.7% | -25.8% |
| 30D | -21.4% | +1.4% | -22.9% | -21.8% |
| 3M | +5.0% | +21.9% | -16.9% | -8.7% |
| 6M | -36.6% | +46.7% | -83.2% | -54.0% |
| YTD | -56.6% | +27.2% | -83.8% | -64.7% |
| 1Y | -60.9% | +17.9% | -78.8% | -66.0% |
| 3Y | -25.2% | +61.1% | -86.4% | -51.7% |
| All | -60.3% | +33.7% | -94.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling