-49.1%
TSLL vs AU
+506.8%
-556.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | +17.8% | -7.2% | +25.0% | +20.1% |
| 30D | +8.2% | -2.9% | +11.1% | +8.8% |
| 3M | +20.9% | -8.7% | +29.5% | +23.9% |
| 6M | -37.5% | -14.1% | -23.4% | -35.2% |
| YTD | -44.5% | +4.8% | -49.3% | -45.0% |
| 1Y | -33.0% | +11.9% | -44.8% | -34.3% |
| 3Y | -6.4% | +513.8% | -520.2% | -32.0% |
| All | -49.1% | +506.8% | -556.0% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling