-54.3%
TSLL vs IR
+5.9%
-60.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +8.0% |
| 7D | -21.2% | +3.7% | -24.9% | -22.0% |
| 30D | -13.3% | +7.4% | -20.7% | -15.3% |
| 3M | +15.4% | -5.9% | +21.3% | +17.6% |
| 6M | -34.2% | +5.6% | -39.8% | -36.2% |
| YTD | -52.9% | +4.8% | -57.7% | -55.1% |
| 1Y | -54.3% | +6.9% | -61.3% | -57.0% |
| All | -54.3% | +5.9% | -60.2% | -57.0% |
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