-56.8%
TSLL vs AR
-2.4%
-54.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +9.1% |
| 7D | -21.2% | -14.3% | -7.0% | -14.6% |
| 30D | -13.3% | +1.4% | -14.7% | -13.9% |
| 3M | +15.4% | +3.4% | +12.0% | +12.5% |
| 6M | -34.2% | -2.1% | -32.2% | -35.3% |
| YTD | -52.9% | +4.7% | -57.6% | -56.8% |
| 1Y | -54.3% | +10.6% | -64.9% | -60.1% |
| 3Y | -18.4% | +24.6% | -43.0% | -30.4% |
| All | -56.8% | -2.4% | -54.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling