-23.4%
TSLL vs B
+70.0%
-93.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -10.6% |
| 7D | +1.9% | -1.6% | +3.5% | +3.1% |
| 30D | +17.8% | +9.4% | +8.3% | +12.2% |
| 3M | -37.0% | +5.0% | -42.0% | -38.6% |
| 6M | -37.7% | -3.5% | -34.1% | -38.2% |
| YTD | -51.4% | +4.5% | -55.8% | -54.3% |
| 1Y | -23.4% | +67.8% | -91.1% | -33.9% |
| All | -23.4% | +70.0% | -93.3% | -33.9% |
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