-46.0%
TSLL vs D
+23.9%
-69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.4% | -10.8% | -3.5% |
| 7D | -9.4% | +8.5% | -17.9% | -4.5% |
| 30D | +1.6% | +14.3% | -12.7% | +10.8% |
| 3M | +29.4% | +1.8% | +27.6% | +31.2% |
| 6M | -20.1% | +13.0% | -33.2% | -13.9% |
| YTD | -44.5% | +22.7% | -67.2% | -35.8% |
| 1Y | -46.0% | +22.6% | -68.6% | -37.8% |
| All | -46.0% | +23.9% | -69.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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