-49.1%
TSLL vs COMP
+117.3%
-166.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.7% | -14.0% | -8.8% |
| 7D | -9.4% | +9.5% | -18.9% | -12.3% |
| 30D | +1.6% | +8.1% | -6.5% | -1.8% |
| 3M | +29.4% | -16.3% | +45.7% | +35.4% |
| 6M | -20.1% | +42.2% | -62.4% | -30.7% |
| YTD | -44.5% | -5.0% | -39.5% | -45.8% |
| 1Y | -46.0% | +20.1% | -66.1% | -51.2% |
| 3Y | -4.3% | +358.4% | -362.7% | -48.1% |
| All | -49.1% | +117.3% | -166.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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