-55.4%
TSLL vs EW
-14.4%
-41.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 3M | -37.0% | +2.8% | -39.8% | -38.1% |
| 6M | -37.7% | +5.5% | -43.2% | -40.0% |
| YTD | -51.4% | +5.5% | -56.8% | -53.3% |
| 1Y | -23.4% | +11.0% | -34.4% | -29.1% |
| 3Y | -30.8% | +17.7% | -48.5% | -43.5% |
| All | -55.4% | -14.4% | -41.0% | -56.2% |
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