-46.0%
TSLL vs AR
+14.7%
-60.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.3% | -0.1% | -7.2% |
| 7D | -9.4% | -11.1% | +1.7% | -11.2% |
| 30D | +1.6% | +7.9% | -6.3% | +3.7% |
| 3M | +29.4% | +4.9% | +24.5% | +31.4% |
| 6M | -20.1% | -5.3% | -14.8% | -19.1% |
| YTD | -44.5% | +8.6% | -53.1% | -44.6% |
| 1Y | -46.0% | +13.7% | -59.7% | -48.1% |
| All | -46.0% | +14.7% | -60.7% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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