-5.4%
TSLL vs ALL
+114.3%
-119.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +1.5% |
| 7D | -11.0% | -0.1% | -10.9% | -11.0% |
| 30D | -5.3% | +13.8% | -19.1% | -3.0% |
| 3M | +20.8% | -2.8% | +23.6% | +21.2% |
| 6M | -36.0% | +23.7% | -59.7% | -35.4% |
| YTD | -47.3% | +27.3% | -74.6% | -47.1% |
| 1Y | -48.4% | +30.5% | -79.0% | -48.8% |
| 3Y | -5.4% | +113.0% | -118.4% | +49.0% |
| All | -5.4% | +114.3% | -119.8% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling