-35.3%
TSLL vs ALLE
+42.6%
-77.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.9% | -12.4% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +17.8% | -6.8% | +24.6% | +22.3% |
| 3M | -37.0% | +21.0% | -58.0% | -46.0% |
| 6M | -37.7% | +1.1% | -38.8% | -38.7% |
| YTD | -51.4% | -0.5% | -50.8% | -52.2% |
| 1Y | -23.4% | -7.3% | -16.1% | -20.0% |
| All | -35.3% | +42.6% | -77.9% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling