-46.0%
TSLL vs APA
+107.6%
-153.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.9% | +0.5% | -8.5% |
| 7D | -9.4% | -13.0% | +3.5% | -13.4% |
| 30D | +1.6% | +2.0% | -0.4% | +2.6% |
| 3M | +29.4% | +24.9% | +4.5% | +41.9% |
| 6M | -20.1% | +7.2% | -27.3% | -15.1% |
| YTD | -44.5% | +87.1% | -131.6% | -34.2% |
| 1Y | -46.0% | +107.2% | -153.2% | -33.9% |
| All | -46.0% | +107.6% | -153.6% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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