-55.4%
TSLL vs ALL
+140.8%
-196.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +17.8% | -1.5% | +19.2% | +17.8% |
| 3M | -37.0% | +23.6% | -60.6% | -39.5% |
| 6M | -37.7% | +22.3% | -60.0% | -40.1% |
| YTD | -51.4% | +26.5% | -77.9% | -53.9% |
| 1Y | -23.4% | +27.0% | -50.4% | -27.9% |
| 3Y | -30.8% | +149.6% | -180.4% | -46.4% |
| All | -55.4% | +140.8% | -196.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling