-54.3%
TSLL vs APA
+98.8%
-153.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +9.3% |
| 7D | -21.2% | -15.5% | -5.7% | -25.4% |
| 30D | -13.3% | +2.4% | -15.7% | -12.6% |
| 3M | +15.4% | +22.8% | -7.4% | +24.5% |
| 6M | -34.2% | +17.9% | -52.2% | -28.4% |
| YTD | -52.9% | +87.7% | -140.6% | -48.3% |
| 1Y | -54.3% | +94.2% | -148.5% | -50.6% |
| All | -54.3% | +98.8% | -153.2% | -50.6% |
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