-24.9%
TSLL vs ALK
+15.2%
-40.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.6% | -19.6% |
| 7D | -28.9% | +7.1% | -35.9% | -32.6% |
| 30D | -21.4% | -3.0% | -18.5% | -20.4% |
| 3M | +5.0% | -25.6% | +30.6% | +27.6% |
| 6M | -36.6% | +0.5% | -37.1% | -41.2% |
| YTD | -56.6% | -23.1% | -33.6% | -52.0% |
| 1Y | -60.9% | -7.5% | -53.3% | -63.8% |
| All | -24.9% | +15.2% | -40.1% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling