-56.8%
TSLL vs AA
-16.2%
-40.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +6.9% |
| 7D | -21.2% | +0.9% | -22.1% | -21.1% |
| 30D | -13.3% | -6.7% | -6.6% | -8.9% |
| 3M | +15.4% | -16.3% | +31.7% | +29.4% |
| 6M | -34.2% | -37.1% | +2.9% | -12.9% |
| YTD | -52.9% | -25.0% | -27.9% | -45.9% |
| 1Y | -54.3% | +8.6% | -62.9% | -58.6% |
| 3Y | -18.4% | +57.2% | -75.6% | -40.9% |
| All | -56.8% | -16.2% | -40.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling