+24.7%
TSLL vs AS
+139.2%
-114.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.1% | -11.4% | -9.5% |
| 7D | -9.4% | +13.8% | -23.2% | -16.9% |
| 30D | +1.6% | +16.7% | -15.1% | -8.6% |
| 3M | +29.4% | -11.5% | +40.9% | +38.0% |
| 6M | -20.1% | -5.5% | -14.6% | -19.3% |
| YTD | -44.5% | -14.2% | -30.3% | -41.0% |
| 1Y | -46.0% | +2.1% | -48.1% | -49.4% |
| All | +24.7% | +139.2% | -114.5% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling