-48.4%
TSLL vs INDA
-4.2%
-44.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | 0.0% |
| 7D | -11.0% | +6.2% | -17.2% | -18.3% |
| 30D | -5.3% | +12.4% | -17.6% | -20.8% |
| 3M | +20.8% | +3.2% | +17.7% | +16.1% |
| 6M | -36.0% | +3.8% | -39.8% | -39.0% |
| YTD | -47.3% | -4.3% | -43.0% | -46.9% |
| 1Y | -48.4% | -4.5% | -44.0% | -47.1% |
| All | -48.4% | -4.2% | -44.3% | -47.1% |
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