-56.8%
TSLL vs ALC
+0.2%
-57.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +10.1% |
| 7D | -21.2% | +4.9% | -26.1% | -24.2% |
| 30D | -13.3% | +19.0% | -32.3% | -24.6% |
| 3M | +15.4% | +7.8% | +7.6% | +8.1% |
| 6M | -34.2% | +14.6% | -48.8% | -43.0% |
| YTD | -52.9% | -4.4% | -48.5% | -52.7% |
| 1Y | -54.3% | +1.4% | -55.7% | -56.8% |
| 3Y | -18.4% | +2.5% | -20.9% | -21.9% |
| All | -56.8% | +0.2% | -57.0% | -59.7% |
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