-60.3%
TSLL vs AA
-18.6%
-41.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.3% | -16.6% | -18.7% |
| 7D | -28.9% | -3.7% | -25.2% | -26.8% |
| 30D | -21.4% | -10.8% | -10.7% | -15.3% |
| 3M | +5.0% | -19.1% | +24.1% | +20.0% |
| 6M | -36.6% | -38.7% | +2.1% | -14.8% |
| YTD | -56.6% | -27.1% | -29.5% | -49.4% |
| 1Y | -60.9% | +8.3% | -69.2% | -64.6% |
| 3Y | -25.2% | +49.6% | -74.8% | -44.5% |
| All | -60.3% | -18.6% | -41.7% | -61.7% |
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 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