-55.4%
TSLL vs AZO
+33.9%
-89.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +17.8% | -2.7% | +20.5% | +18.4% |
| 3M | -37.0% | -3.2% | -33.8% | -36.9% |
| 6M | -37.7% | -19.7% | -17.9% | -33.9% |
| YTD | -51.4% | -12.0% | -39.3% | -50.0% |
| 1Y | -23.4% | -29.5% | +6.2% | -15.2% |
| 3Y | -30.8% | +17.3% | -48.1% | -40.5% |
| All | -55.4% | +33.9% | -89.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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