-44.0%
TSLL vs APA
+95.1%
-139.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +6.7% |
| 7D | +0.5% | +5.1% | -4.6% | +1.4% |
| 30D | +2.7% | +0.3% | +2.4% | +2.4% |
| 3M | +26.3% | +15.6% | +10.6% | +32.3% |
| 6M | -37.2% | +28.9% | -66.1% | -29.8% |
| YTD | -44.2% | +96.6% | -140.8% | -37.4% |
| 1Y | -44.0% | +95.5% | -139.5% | -38.0% |
| All | -44.0% | +95.1% | -139.1% | -38.0% |
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