-47.0%
TSLL vs EW
+23.2%
-70.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -11.0% | +9.3% | -20.3% | -12.0% |
| 30D | -5.3% | +22.1% | -27.4% | -8.0% |
| 3M | +20.8% | +13.0% | +7.8% | +19.0% |
| 6M | -36.0% | +30.1% | -66.1% | -39.5% |
| YTD | -47.3% | +22.0% | -69.3% | -48.9% |
| All | -47.0% | +23.2% | -70.2% | -48.9% |
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