-56.8%
TSLL vs EW
-2.7%
-54.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.3% | +8.0% |
| 7D | -21.2% | +11.0% | -32.2% | -25.6% |
| 30D | -13.3% | +19.1% | -32.4% | -21.1% |
| 3M | +15.4% | +14.4% | +1.0% | +6.7% |
| 6M | -34.2% | +22.8% | -57.0% | -42.0% |
| YTD | -52.9% | +19.8% | -72.7% | -58.0% |
| 1Y | -54.3% | +23.9% | -78.2% | -60.1% |
| 3Y | -18.4% | +52.2% | -70.6% | -43.9% |
| All | -56.8% | -2.7% | -54.1% | -60.6% |
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