-44.0%
TSLL vs ALM
+14.6%
-58.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.7% |
| 7D | +0.5% | -7.2% | +7.6% | +3.6% |
| 30D | +2.7% | -26.4% | +29.0% | +13.1% |
| 3M | +26.3% | -38.6% | +64.9% | +45.1% |
| 6M | -37.2% | -61.0% | +23.8% | -19.7% |
| YTD | -44.2% | -7.4% | -36.9% | -45.1% |
| 1Y | -44.0% | +14.0% | -57.9% | -48.7% |
| All | -44.0% | +14.6% | -58.6% | -48.7% |
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