-55.4%
TSLL vs AR
+6.6%
-62.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.5% |
| 7D | +1.9% | +2.5% | -0.6% | +0.5% |
| 30D | +17.8% | +14.8% | +3.0% | +9.3% |
| 3M | -37.0% | +6.2% | -43.2% | -39.7% |
| 6M | -37.7% | +4.3% | -42.0% | -41.4% |
| YTD | -51.4% | +14.4% | -65.7% | -57.2% |
| 1Y | -23.4% | +21.3% | -44.7% | -35.3% |
| 3Y | -30.8% | +39.8% | -70.6% | -44.0% |
| All | -55.4% | +6.6% | -62.0% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling