-52.1%
TSLL vs ALL
+135.4%
-187.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +10.9% |
| 7D | -14.3% | -3.9% | -10.4% | -14.2% |
| 30D | -6.2% | +10.6% | -16.8% | -6.6% |
| 3M | +21.2% | -4.6% | +25.7% | +21.6% |
| 6M | -36.6% | +20.2% | -56.8% | -39.0% |
| YTD | -47.8% | +23.7% | -71.5% | -50.4% |
| 1Y | -45.2% | +27.9% | -73.1% | -48.7% |
| 3Y | -3.3% | +109.2% | -112.4% | -20.9% |
| All | -52.1% | +135.4% | -187.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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