-55.4%
TSLL vs ALM
+1,048.4%
-1,103.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.7% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +17.8% | +32.0% | -14.2% | +13.8% |
| 3M | -37.0% | -15.0% | -22.0% | -36.4% |
| 6M | -37.7% | -10.1% | -27.5% | -37.8% |
| YTD | -51.4% | +99.4% | -150.8% | -54.4% |
| 1Y | -23.4% | +316.4% | -339.7% | -31.5% |
| 3Y | -30.8% | +2,022.0% | -2,052.8% | -47.1% |
| All | -55.4% | +1,048.4% | -1,103.8% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling