-26.7%
TSLL vs ALNY
+29.2%
-56.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.3% | +10.1% | +8.5% |
| 7D | +5.8% | +5.7% | +0.1% | +3.9% |
| 30D | +21.7% | +18.7% | +3.0% | +15.9% |
| 3M | -28.2% | -11.0% | -17.3% | -28.3% |
| 6M | -29.5% | -18.9% | -10.6% | -27.5% |
| YTD | -47.5% | -34.6% | -13.0% | -41.7% |
| 1Y | -20.8% | -42.8% | +22.1% | -7.3% |
| 3Y | -26.7% | +29.1% | -55.9% | -40.2% |
| All | -26.7% | +29.2% | -56.0% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling