-23.4%
TSLL vs APA
+94.6%
-118.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.7% | -12.4% |
| 7D | +1.9% | +0.5% | +1.4% | +2.0% |
| 30D | +17.8% | +23.4% | -5.6% | +23.1% |
| 3M | -37.0% | +12.7% | -49.7% | -34.6% |
| 6M | -37.7% | +39.4% | -77.1% | -37.5% |
| YTD | -51.4% | +79.0% | -130.3% | -53.8% |
| 1Y | -23.4% | +88.8% | -112.2% | -27.4% |
| All | -23.4% | +94.6% | -118.0% | -27.4% |
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