-60.3%
TSLL vs ALK
-16.8%
-43.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.6% | -19.4% |
| 7D | -28.9% | +7.1% | -35.9% | -32.9% |
| 30D | -21.4% | -3.0% | -18.5% | -20.5% |
| 3M | +5.0% | -25.6% | +30.6% | +28.7% |
| 6M | -36.6% | +0.5% | -37.1% | -41.5% |
| YTD | -56.6% | -23.1% | -33.6% | -52.0% |
| 1Y | -60.9% | -7.5% | -53.3% | -63.9% |
| 3Y | -25.2% | +15.3% | -40.5% | -42.5% |
| All | -60.3% | -16.8% | -43.5% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling