-60.3%
TSLL vs ALB
-57.5%
-2.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +3.6% | -25.5% | -24.2% |
| 7D | -28.9% | +5.5% | -34.4% | -32.0% |
| 30D | -21.4% | -7.5% | -13.9% | -18.2% |
| 3M | +5.0% | -16.9% | +21.9% | +16.5% |
| 6M | -36.6% | -49.2% | +12.6% | -2.6% |
| YTD | -56.6% | -29.9% | -26.8% | -50.1% |
| 1Y | -60.9% | +8.2% | -69.1% | -68.2% |
| 3Y | -25.2% | -19.4% | -5.8% | -35.1% |
| All | -60.3% | -57.5% | -2.8% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling