-44.0%
TSLL vs EW
+25.3%
-69.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.5% |
| 7D | +0.5% | +6.5% | -6.0% | -0.2% |
| 30D | +2.7% | +22.5% | -19.8% | -0.3% |
| 3M | +26.3% | +13.0% | +13.3% | +24.6% |
| 6M | -37.2% | +37.1% | -74.3% | -41.3% |
| YTD | -44.2% | +24.1% | -68.4% | -46.1% |
| 1Y | -44.0% | +24.2% | -68.2% | -46.0% |
| All | -44.0% | +25.3% | -69.3% | -46.0% |
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