-48.9%
TSLL vs B
+24.4%
-73.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +8.4% |
| 7D | -14.3% | +11.3% | -25.6% | -19.9% |
| 30D | -6.2% | +2.9% | -9.1% | -7.9% |
| 3M | +21.2% | -2.9% | +24.0% | +23.2% |
| 6M | -36.6% | -1.2% | -35.4% | -36.2% |
| YTD | -47.8% | -1.3% | -46.4% | -52.5% |
| All | -48.9% | +24.4% | -73.3% | -62.5% |
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