+29.4%
TSLL vs B
+5.8%
+23.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.3% | -14.6% | -9.7% |
| 7D | -9.4% | +1.1% | -10.5% | -9.2% |
| 30D | +1.6% | +0.3% | +1.2% | +2.3% |
| 3M | +29.4% | +5.4% | +24.0% | +31.8% |
| All | +29.4% | +5.8% | +23.6% | +31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling