-23.4%
TSLL vs ALC
-10.2%
-13.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -11.4% |
| 7D | +1.9% | -2.1% | +4.0% | +2.4% |
| 30D | +17.8% | -0.1% | +17.9% | +18.2% |
| 3M | -37.0% | +5.9% | -42.9% | -37.4% |
| 6M | -37.7% | -15.9% | -21.7% | -29.4% |
| YTD | -51.4% | -10.1% | -41.3% | -46.8% |
| 1Y | -23.4% | -10.2% | -13.1% | -9.2% |
| All | -23.4% | -10.2% | -13.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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