-23.4%
TSLL vs ALM
+318.3%
-341.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.5% |
| 7D | +1.9% | -2.6% | +4.5% | +2.6% |
| 30D | +17.8% | +32.0% | -14.2% | +9.3% |
| 3M | -37.0% | -15.0% | -22.0% | -35.8% |
| 6M | -37.7% | -10.1% | -27.5% | -38.4% |
| YTD | -51.4% | +99.4% | -150.8% | -57.9% |
| 1Y | -23.4% | +316.4% | -339.7% | -16.7% |
| All | -23.4% | +318.3% | -341.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling