-18.4%
TSLL vs AR
+19.9%
-38.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +9.2% |
| 7D | -21.2% | -14.3% | -7.0% | -13.0% |
| 30D | -13.3% | +1.4% | -14.7% | -14.1% |
| 3M | +15.4% | +3.4% | +12.0% | +11.5% |
| 6M | -34.2% | -2.1% | -32.2% | -35.7% |
| YTD | -52.9% | +4.7% | -57.6% | -58.5% |
| 1Y | -54.3% | +10.6% | -64.9% | -62.6% |
| 3Y | -18.4% | +24.6% | -43.0% | -32.9% |
| All | -18.4% | +19.9% | -38.3% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling