-51.7%
TSLL vs ALNY
-34.2%
-17.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +2.0% |
| 7D | -11.0% | -5.2% | -5.9% | -9.2% |
| 30D | -5.3% | -34.8% | +29.5% | +7.8% |
| 3M | +20.8% | -30.1% | +50.9% | +33.1% |
| 6M | -36.0% | -48.6% | +12.6% | -24.4% |
| YTD | -47.3% | -61.9% | +14.6% | -29.0% |
| 1Y | -48.4% | -65.7% | +17.2% | -26.9% |
| 3Y | -5.4% | -6.3% | +0.9% | -25.1% |
| All | -51.7% | -34.2% | -17.5% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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