-56.8%
TSLL vs ALLE
+91.8%
-148.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.6% | +9.2% |
| 7D | -21.2% | -0.6% | -20.7% | -20.6% |
| 30D | -13.3% | +25.3% | -38.6% | -25.1% |
| 3M | +15.4% | +10.3% | +5.1% | +8.0% |
| 6M | -34.2% | +38.0% | -72.3% | -49.5% |
| YTD | -52.9% | +17.8% | -70.7% | -59.4% |
| 1Y | -54.3% | +13.6% | -67.9% | -59.6% |
| 3Y | -18.4% | +89.2% | -107.6% | -56.8% |
| All | -56.8% | +91.8% | -148.6% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling