-52.1%
TSLL vs ALC
+0.4%
-52.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.7% |
| 7D | -14.3% | +2.1% | -16.4% | -15.9% |
| 30D | -6.2% | +17.2% | -23.4% | -17.4% |
| 3M | +21.2% | +4.6% | +16.6% | +16.1% |
| 6M | -36.6% | +20.1% | -56.7% | -47.1% |
| YTD | -47.8% | -4.2% | -43.6% | -47.6% |
| 1Y | -45.2% | +2.1% | -47.3% | -48.5% |
| 3Y | -3.3% | +4.5% | -7.7% | -9.0% |
| All | -52.1% | +0.4% | -52.6% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling