-55.4%
TSLL vs COMP
+140.7%
-196.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.0% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +17.8% | -13.3% | +31.1% | +23.4% |
| 3M | -37.0% | +41.1% | -78.1% | -43.6% |
| 6M | -37.7% | +17.2% | -54.8% | -42.0% |
| YTD | -51.4% | +5.2% | -56.6% | -53.6% |
| 1Y | -23.4% | +18.9% | -42.3% | -30.8% |
| 3Y | -30.8% | +215.9% | -246.7% | -57.7% |
| All | -55.4% | +140.7% | -196.1% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling