-18.4%
TSLL vs AU
+450.2%
-468.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.0% | +3.6% | +7.0% |
| 7D | -21.2% | +16.5% | -37.8% | -25.2% |
| 30D | -13.3% | +3.3% | -16.6% | -14.4% |
| 3M | +15.4% | +6.8% | +8.6% | +13.2% |
| 6M | -34.2% | -3.9% | -30.3% | -33.4% |
| YTD | -52.9% | +12.9% | -65.8% | -54.7% |
| 1Y | -54.3% | +43.5% | -97.8% | -58.1% |
| 3Y | -18.4% | +445.5% | -463.9% | -48.6% |
| All | -18.4% | +450.2% | -468.5% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling