-24.9%
TSLL vs AR
+20.9%
-45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.8% | -19.1% | -20.1% |
| 7D | -28.9% | -11.7% | -17.2% | -22.9% |
| 30D | -21.4% | +1.8% | -23.3% | -22.3% |
| 3M | +5.0% | +6.0% | -1.0% | -0.1% |
| 6M | -36.6% | -7.0% | -29.5% | -35.7% |
| YTD | -56.6% | +5.6% | -62.2% | -62.0% |
| 1Y | -60.9% | +10.8% | -71.7% | -67.9% |
| All | -24.9% | +20.9% | -45.8% | -38.5% |
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