-35.3%
TSLL vs EW
+17.9%
-53.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +17.8% | +1.0% | +16.7% | +17.2% |
| 3M | -37.0% | +2.8% | -39.8% | -37.9% |
| 6M | -37.7% | +5.5% | -43.2% | -39.6% |
| YTD | -51.4% | +5.5% | -56.8% | -53.0% |
| 1Y | -23.4% | +11.0% | -34.4% | -28.1% |
| All | -35.3% | +17.9% | -53.2% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling