-46.0%
TSLL vs IR
+11.7%
-57.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.1% |
| 7D | -9.4% | +11.6% | -21.0% | -13.5% |
| 30D | +1.6% | +7.2% | -5.6% | -1.2% |
| 3M | +29.4% | -5.9% | +35.3% | +31.5% |
| 6M | -20.1% | +11.5% | -31.6% | -24.2% |
| YTD | -44.5% | +6.3% | -50.8% | -48.3% |
| 1Y | -46.0% | +9.1% | -55.1% | -50.8% |
| All | -46.0% | +11.7% | -57.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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