-33.0%
TSLL vs INDA
-5.5%
-27.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.4% |
| 7D | +17.8% | +1.1% | +16.7% | +16.1% |
| 30D | +8.2% | +9.4% | -1.1% | -5.3% |
| 3M | +20.9% | +2.9% | +17.9% | +16.5% |
| 6M | -37.5% | +7.2% | -44.7% | -42.2% |
| YTD | -44.5% | -4.8% | -39.7% | -44.2% |
| 1Y | -33.0% | -5.1% | -27.9% | -31.5% |
| All | -33.0% | -5.5% | -27.5% | -31.5% |
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