-18.4%
TSLL vs INDA
+15.9%
-34.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +5.0% |
| 7D | -21.2% | +6.6% | -27.9% | -31.4% |
| 30D | -13.3% | +10.4% | -23.7% | -30.4% |
| 3M | +15.4% | +1.5% | +13.9% | +11.2% |
| 6M | -34.2% | +1.7% | -36.0% | -36.0% |
| YTD | -52.9% | -5.8% | -47.1% | -45.4% |
| 1Y | -54.3% | -5.1% | -49.3% | -48.1% |
| 3Y | -18.4% | +16.0% | -34.4% | -39.3% |
| All | -18.4% | +15.9% | -34.3% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling