-46.0%
TSLL vs ALK
-1.1%
-44.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.8% | -15.1% | -9.5% |
| 7D | -9.4% | +12.4% | -21.9% | -13.7% |
| 30D | +1.6% | +2.1% | -0.5% | +0.5% |
| 3M | +29.4% | -23.9% | +53.3% | +44.8% |
| 6M | -20.1% | +8.2% | -28.4% | -26.1% |
| YTD | -44.5% | -20.5% | -24.0% | -43.4% |
| 1Y | -46.0% | -1.0% | -45.0% | -51.2% |
| All | -46.0% | -1.1% | -44.9% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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