-48.4%
TSLL vs ALM
+12.3%
-60.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.2% | +3.3% |
| 7D | -11.0% | -6.3% | -4.7% | -8.5% |
| 30D | -5.3% | -31.4% | +26.1% | +6.5% |
| 3M | +20.8% | -40.6% | +61.4% | +40.2% |
| 6M | -36.0% | -58.6% | +22.6% | -19.2% |
| YTD | -47.3% | -7.6% | -39.7% | -48.1% |
| 1Y | -48.4% | +13.8% | -62.3% | -52.9% |
| All | -48.4% | +12.3% | -60.7% | -52.9% |
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