-3.3%
TSLL vs AA
+67.3%
-70.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.8% | +5.1% | +6.9% |
| 7D | -14.3% | +4.8% | -19.1% | -16.2% |
| 30D | -6.2% | -0.6% | -5.5% | -4.8% |
| 3M | +21.2% | -16.3% | +37.5% | +37.7% |
| 6M | -36.6% | -33.4% | -3.2% | -16.4% |
| YTD | -47.8% | -20.7% | -27.1% | -41.9% |
| 1Y | -45.2% | +12.9% | -58.2% | -53.7% |
| 3Y | -3.3% | +75.7% | -79.0% | -39.7% |
| All | -3.3% | +67.3% | -70.6% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling