-48.9%
TSLL vs APA
+64.1%
-112.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.6% |
| 7D | +0.5% | +5.1% | -4.6% | -0.9% |
| 30D | +2.7% | +0.3% | +2.4% | +2.3% |
| 3M | +26.3% | +15.6% | +10.6% | +19.6% |
| 6M | -37.2% | +28.9% | -66.1% | -43.8% |
| YTD | -44.2% | +96.6% | -140.8% | -60.9% |
| 1Y | -44.0% | +95.5% | -139.5% | -61.0% |
| 3Y | 0.0% | +41.8% | -41.8% | -33.6% |
| All | -48.9% | +64.1% | -112.9% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling