-33.0%
TSLL vs ALB
-15.8%
-17.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | +17.8% | -5.8% | +23.6% | +20.1% |
| 30D | +8.2% | -4.5% | +12.8% | +9.5% |
| 3M | +20.9% | -28.1% | +48.9% | +34.7% |
| 6M | -37.5% | -53.2% | +15.7% | -21.8% |
| YTD | -44.5% | -33.3% | -11.2% | -31.0% |
| 1Y | -33.0% | -17.4% | -15.5% | -13.5% |
| All | -33.0% | -15.8% | -17.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling