-48.9%
TSLL vs ALLY
+32.5%
-81.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.4% |
| 7D | +0.5% | -2.8% | +3.3% | +3.3% |
| 30D | +2.7% | +1.9% | +0.8% | +0.6% |
| 3M | +26.3% | -12.1% | +38.4% | +41.1% |
| 6M | -37.2% | -9.0% | -28.2% | -31.3% |
| YTD | -44.2% | -12.9% | -31.3% | -37.7% |
| 1Y | -44.0% | -0.1% | -43.9% | -44.9% |
| 3Y | 0.0% | +64.6% | -64.6% | -28.0% |
| All | -48.9% | +32.5% | -81.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling