-56.8%
TSLL vs ALM
+430.7%
-487.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +8.4% |
| 7D | -21.2% | -6.7% | -14.6% | -20.2% |
| 30D | -13.3% | -32.9% | +19.6% | -8.6% |
| 3M | +15.4% | -39.5% | +54.9% | +22.9% |
| 6M | -34.2% | -62.0% | +27.8% | -26.8% |
| YTD | -52.9% | -7.8% | -45.1% | -51.4% |
| 1Y | -54.3% | +26.7% | -81.0% | -54.0% |
| 3Y | -18.4% | +825.4% | -843.7% | -30.7% |
| All | -56.8% | +430.7% | -487.6% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling