-37.7%
TSLL vs AU
-3.0%
-34.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.2% |
| 7D | +1.9% | -3.6% | +5.5% | +4.8% |
| 30D | +17.8% | +23.9% | -6.1% | +1.9% |
| 3M | -37.0% | +19.1% | -56.1% | -44.1% |
| 6M | -37.7% | -0.2% | -37.5% | -38.9% |
| All | -37.7% | -3.0% | -34.7% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling