-56.8%
TSLL vs ALL
+136.3%
-193.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.5% | +13.1% | +8.7% |
| 7D | -21.2% | -1.9% | -19.3% | -21.2% |
| 30D | -13.3% | +13.8% | -27.1% | -13.9% |
| 3M | +15.4% | -7.0% | +22.4% | +16.0% |
| 6M | -34.2% | +18.0% | -52.3% | -36.4% |
| YTD | -52.9% | +24.2% | -77.1% | -55.3% |
| 1Y | -54.3% | +31.2% | -85.5% | -57.6% |
| 3Y | -18.4% | +107.5% | -125.9% | -32.9% |
| All | -56.8% | +136.3% | -193.2% | -67.6% |
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