-60.3%
TSLL vs EW
-4.0%
-56.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.5% | -23.3% | -22.6% |
| 7D | -28.9% | +6.8% | -35.6% | -31.5% |
| 30D | -21.4% | +16.6% | -38.0% | -27.8% |
| 3M | +5.0% | +13.3% | -8.3% | -2.5% |
| 6M | -36.6% | +21.6% | -58.2% | -43.8% |
| YTD | -56.6% | +18.3% | -74.9% | -61.1% |
| 1Y | -60.9% | +21.7% | -82.6% | -65.5% |
| 3Y | -25.2% | +50.3% | -75.5% | -48.4% |
| All | -60.3% | -4.0% | -56.3% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling