-54.3%
TSLL vs INDA
-5.5%
-48.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +6.2% |
| 7D | -21.2% | +6.6% | -27.9% | -28.4% |
| 30D | -13.3% | +10.4% | -23.7% | -25.7% |
| 3M | +15.4% | +1.5% | +13.9% | +13.3% |
| 6M | -34.2% | +1.7% | -36.0% | -35.6% |
| YTD | -52.9% | -5.8% | -47.1% | -51.1% |
| 1Y | -54.3% | -5.1% | -49.3% | -52.7% |
| All | -54.3% | -5.5% | -48.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling