-46.0%
TSLL vs B
+27.8%
-73.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.3% | -14.6% | -11.3% |
| 7D | -9.4% | +1.1% | -10.5% | -10.4% |
| 30D | +1.6% | +0.3% | +1.2% | +0.9% |
| 3M | +29.4% | +5.4% | +24.0% | +24.0% |
| 6M | -20.1% | +5.5% | -25.7% | -22.0% |
| YTD | -44.5% | -6.3% | -38.2% | -48.5% |
| 1Y | -46.0% | +29.4% | -75.4% | -64.6% |
| All | -46.0% | +27.8% | -73.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling