-54.3%
TSLL vs AA
+10.6%
-65.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.0% |
| 7D | -21.2% | +0.9% | -22.1% | -21.0% |
| 30D | -13.3% | -6.7% | -6.6% | -9.5% |
| 3M | +15.4% | -16.3% | +31.7% | +27.6% |
| 6M | -34.2% | -37.1% | +2.9% | -16.2% |
| YTD | -52.9% | -25.0% | -27.9% | -46.3% |
| 1Y | -54.3% | +8.6% | -62.9% | -60.6% |
| All | -54.3% | +10.6% | -65.0% | -60.6% |
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