-60.3%
TSLL vs ALL
+147.4%
-207.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.9% | -21.0% | -21.9% |
| 7D | -28.9% | +4.2% | -33.1% | -29.0% |
| 30D | -21.4% | +18.9% | -40.4% | -22.0% |
| 3M | +5.0% | +1.2% | +3.8% | +5.1% |
| 6M | -36.6% | +23.2% | -59.8% | -38.7% |
| YTD | -56.6% | +30.0% | -86.7% | -58.9% |
| 1Y | -60.9% | +39.6% | -100.5% | -63.9% |
| 3Y | -25.2% | +115.2% | -140.5% | -38.4% |
| All | -60.3% | +147.4% | -207.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling