-39.7%
TSLL vs AA
+6.8%
-46.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +4.2% |
| 7D | +33.0% | +5.3% | +27.7% | +29.2% |
| 30D | +7.7% | -2.3% | +10.0% | +9.8% |
| 3M | +34.7% | -20.8% | +55.5% | +53.5% |
| 6M | -31.5% | -39.8% | +8.3% | -11.1% |
| YTD | -42.4% | -23.3% | -19.1% | -35.5% |
| 1Y | -39.7% | +1.8% | -41.5% | -46.0% |
| All | -39.7% | +6.8% | -46.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling