-56.8%
TSLL vs B
+175.3%
-232.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | -21.2% | +9.6% | -30.8% | -24.4% |
| 30D | -13.3% | +3.5% | -16.8% | -14.8% |
| 3M | +15.4% | -1.6% | +17.0% | +15.9% |
| 6M | -34.2% | -1.7% | -32.6% | -33.7% |
| YTD | -52.9% | -5.3% | -47.6% | -52.6% |
| 1Y | -54.3% | +27.2% | -81.6% | -58.1% |
| 3Y | -18.4% | +166.1% | -184.5% | -40.7% |
| All | -56.8% | +175.3% | -232.1% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling