-47.2%
TSLL vs ALL
+147.4%
-194.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +3.3% |
| 7D | +33.0% | 0.0% | +33.0% | +33.0% |
| 30D | +7.7% | +12.8% | -5.1% | +7.2% |
| 3M | +34.7% | +4.7% | +30.1% | +34.6% |
| 6M | -31.5% | +24.9% | -56.5% | -34.0% |
| YTD | -42.4% | +30.0% | -72.3% | -45.3% |
| 1Y | -39.7% | +29.9% | -69.6% | -42.9% |
| 3Y | +3.4% | +117.5% | -114.2% | -15.2% |
| All | -47.2% | +147.4% | -194.5% | -60.4% |
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