-55.4%
TSLL vs ALB
-45.6%
-9.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.4% | -7.4% | -8.9% |
| 7D | +1.9% | -8.1% | +10.0% | +7.4% |
| 30D | +17.8% | +6.3% | +11.5% | +12.8% |
| 3M | -37.0% | -23.6% | -13.4% | -25.3% |
| 6M | -37.7% | -24.6% | -13.1% | -27.7% |
| YTD | -51.4% | -10.3% | -41.1% | -51.7% |
| 1Y | -23.4% | +61.5% | -84.8% | -53.8% |
| 3Y | -30.8% | -34.0% | +3.2% | -27.2% |
| All | -55.4% | -45.6% | -9.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling