-55.4%
TSLL vs ALK
-9.6%
-45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -13.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +17.8% | -19.2% | +37.0% | +37.7% |
| 3M | -37.0% | -1.5% | -35.5% | -39.1% |
| 6M | -37.7% | -13.1% | -24.6% | -34.6% |
| YTD | -51.4% | -16.4% | -34.9% | -48.6% |
| 1Y | -23.4% | -33.1% | +9.7% | -2.0% |
| 3Y | -30.8% | +0.6% | -31.4% | -36.9% |
| All | -55.4% | -9.6% | -45.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling