-52.1%
TSLL vs IR
+75.3%
-127.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.7% | +6.2% | +5.7% |
| 7D | -14.3% | +5.0% | -19.3% | -18.0% |
| 30D | -6.2% | +10.3% | -16.5% | -15.0% |
| 3M | +21.2% | -0.1% | +21.3% | +21.6% |
| 6M | -36.6% | +14.8% | -51.3% | -46.4% |
| YTD | -47.8% | +9.7% | -57.5% | -56.8% |
| 1Y | -45.2% | +12.2% | -57.4% | -56.6% |
| 3Y | -3.3% | +30.0% | -33.2% | -26.5% |
| All | -52.1% | +75.3% | -127.4% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling