-60.3%
TSLL vs ALLY
+34.5%
-94.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.5% | -20.7% |
| 7D | -28.9% | -1.1% | -27.7% | -28.2% |
| 30D | -21.4% | +4.2% | -25.6% | -24.5% |
| 3M | +5.0% | -12.4% | +17.4% | +17.7% |
| 6M | -36.6% | -8.7% | -27.9% | -31.0% |
| YTD | -56.6% | -11.6% | -45.0% | -52.1% |
| 1Y | -60.9% | +0.2% | -61.0% | -61.6% |
| 3Y | -25.2% | +57.1% | -82.3% | -44.6% |
| All | -60.3% | +34.5% | -94.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling