-49.1%
TSLL vs AA
-15.8%
-33.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -2.6% |
| 7D | +17.8% | +0.5% | +17.3% | +17.6% |
| 30D | +8.2% | -0.6% | +8.8% | +9.6% |
| 3M | +20.9% | -19.7% | +40.5% | +39.4% |
| 6M | -37.5% | -41.6% | +4.1% | -13.5% |
| YTD | -44.5% | -24.6% | -19.9% | -36.3% |
| 1Y | -33.0% | +4.9% | -37.8% | -37.8% |
| 3Y | -6.4% | +66.8% | -73.2% | -34.0% |
| All | -49.1% | -15.8% | -33.3% | -51.8% |
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