-46.0%
TSLL vs EW
+19.7%
-65.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.4% | -10.7% | -6.8% |
| 7D | -9.4% | +8.3% | -17.7% | -10.4% |
| 30D | +1.6% | +13.9% | -12.4% | -0.2% |
| 3M | +29.4% | +10.9% | +18.5% | +27.5% |
| 6M | -20.1% | +19.2% | -39.4% | -22.4% |
| YTD | -44.5% | +16.6% | -61.1% | -46.1% |
| 1Y | -46.0% | +18.1% | -64.1% | -47.1% |
| All | -46.0% | +19.7% | -65.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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