-55.4%
TSLL vs ALLY
+50.1%
-105.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.1% |
| 7D | +1.9% | +3.7% | -1.8% | -1.2% |
| 30D | +17.8% | -2.3% | +20.0% | +20.5% |
| 3M | -37.0% | +3.8% | -40.8% | -38.2% |
| 6M | -37.7% | +9.7% | -47.4% | -42.4% |
| YTD | -51.4% | -1.4% | -50.0% | -51.0% |
| 1Y | -23.4% | +8.2% | -31.6% | -29.6% |
| 3Y | -30.8% | +66.5% | -97.3% | -51.6% |
| All | -55.4% | +50.1% | -105.5% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling