-52.1%
TSLL vs AU
+598.8%
-651.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.9% | +4.0% | +9.1% |
| 7D | -14.3% | +20.8% | -35.1% | -18.6% |
| 30D | -6.2% | +5.5% | -11.7% | -7.6% |
| 3M | +21.2% | +3.9% | +17.3% | +20.1% |
| 6M | -36.6% | -5.4% | -31.1% | -36.0% |
| YTD | -47.8% | +20.7% | -68.4% | -50.1% |
| 1Y | -45.2% | +49.8% | -95.0% | -49.4% |
| 3Y | -3.3% | +565.6% | -568.9% | -31.9% |
| All | -52.1% | +598.8% | -651.0% | -69.1% |
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