-60.9%
TSLL vs AS
0.0%
-60.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -20.9% |
| 7D | -28.9% | +7.1% | -36.0% | -30.7% |
| 30D | -21.4% | +12.8% | -34.3% | -25.3% |
| 3M | +5.0% | -14.7% | +19.7% | +13.5% |
| 6M | -36.6% | -9.9% | -26.6% | -33.9% |
| YTD | -56.6% | -16.1% | -40.5% | -54.8% |
| 1Y | -60.9% | +0.2% | -61.0% | -64.2% |
| All | -60.9% | 0.0% | -60.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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