-46.0%
TSLL vs ALLE
+18.6%
-64.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -5.9% |
| 7D | -9.4% | +6.7% | -16.1% | -8.0% |
| 30D | +1.6% | +25.4% | -23.8% | +7.5% |
| 3M | +29.4% | +16.9% | +12.5% | +35.0% |
| 6M | -20.1% | +46.6% | -66.7% | -13.0% |
| YTD | -44.5% | +22.4% | -66.9% | -36.0% |
| 1Y | -46.0% | +17.7% | -63.7% | -38.3% |
| All | -46.0% | +18.6% | -64.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling