-55.4%
TSLL vs A
+17.3%
-72.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -12.3% |
| 7D | +1.9% | -1.9% | +3.8% | +3.3% |
| 30D | +17.8% | +6.9% | +10.9% | +12.7% |
| 3M | -37.0% | +9.2% | -46.2% | -41.6% |
| 6M | -37.7% | +25.7% | -63.4% | -49.2% |
| YTD | -51.4% | +11.5% | -62.9% | -56.4% |
| 1Y | -23.4% | +18.4% | -41.7% | -34.9% |
| 3Y | -30.8% | +26.6% | -57.4% | -46.9% |
| All | -55.4% | +17.3% | -72.7% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling