+9.2%
TSLL vs AS
+120.4%
-111.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -14.2% |
| 7D | +1.9% | -4.9% | +6.8% | +4.8% |
| 30D | +17.8% | -19.6% | +37.4% | +35.1% |
| 3M | -37.0% | -14.4% | -22.6% | -30.8% |
| 6M | -37.7% | -20.1% | -17.5% | -28.8% |
| YTD | -51.4% | -20.9% | -30.4% | -44.9% |
| 1Y | -23.4% | -21.9% | -1.5% | -13.4% |
| All | +9.2% | +120.4% | -111.1% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling