-55.4%
TSLL vs AU
+667.0%
-722.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -11.2% |
| 7D | +1.9% | -3.6% | +5.5% | +3.0% |
| 30D | +17.8% | +23.9% | -6.1% | +11.9% |
| 3M | -37.0% | +19.1% | -56.1% | -39.6% |
| 6M | -37.7% | -0.2% | -37.5% | -38.5% |
| YTD | -51.4% | +32.5% | -83.8% | -54.6% |
| 1Y | -23.4% | +96.9% | -120.3% | -32.8% |
| 3Y | -30.8% | +614.7% | -645.5% | -52.3% |
| All | -55.4% | +667.0% | -722.5% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling