-55.4%
TSLL vs APA
+49.4%
-104.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.7% | -10.8% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +17.8% | +23.4% | -5.6% | +9.5% |
| 3M | -37.0% | +12.7% | -49.7% | -40.1% |
| 6M | -37.7% | +39.4% | -77.1% | -48.4% |
| YTD | -51.4% | +79.0% | -130.3% | -64.7% |
| 1Y | -23.4% | +88.8% | -112.2% | -46.6% |
| 3Y | -30.8% | +6.4% | -37.1% | -50.1% |
| All | -55.4% | +49.4% | -104.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling