-60.9%
TSLL vs ALLE
+14.6%
-75.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -22.4% |
| 7D | -28.9% | 0.0% | -28.9% | -28.8% |
| 30D | -21.4% | +20.6% | -42.0% | -17.5% |
| 3M | +5.0% | +11.4% | -6.4% | +8.3% |
| 6M | -36.6% | +42.5% | -79.1% | -31.3% |
| YTD | -56.6% | +18.9% | -75.5% | -50.4% |
| 1Y | -60.9% | +14.2% | -75.0% | -55.9% |
| All | -60.9% | +14.6% | -75.5% | -55.9% |
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