-52.1%
TSLL vs EW
-0.3%
-51.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +9.6% |
| 7D | -14.3% | +12.3% | -26.6% | -19.5% |
| 30D | -6.2% | +22.9% | -29.0% | -15.9% |
| 3M | +21.2% | +16.7% | +4.5% | +11.0% |
| 6M | -36.6% | +31.0% | -67.5% | -45.8% |
| YTD | -47.8% | +22.8% | -70.6% | -54.0% |
| 1Y | -45.2% | +25.6% | -70.8% | -52.4% |
| 3Y | -3.3% | +62.0% | -65.2% | -36.3% |
| All | -52.1% | -0.3% | -51.8% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling