-35.3%
TSLL vs AA
+67.9%
-103.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -10.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +17.8% | +5.0% | +12.8% | +14.0% |
| 3M | -37.0% | -35.8% | -1.2% | -15.7% |
| 6M | -37.7% | -18.4% | -19.3% | -30.6% |
| YTD | -51.4% | -5.5% | -45.9% | -52.3% |
| 1Y | -23.4% | +61.0% | -84.3% | -50.0% |
| All | -35.3% | +67.9% | -103.3% | -61.0% |
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 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