-35.3%
TSLL vs IR
+9.5%
-44.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -13.3% |
| 7D | +1.9% | -2.8% | +4.7% | +4.9% |
| 30D | +17.8% | -15.1% | +32.9% | +41.1% |
| 3M | -37.0% | +6.1% | -43.1% | -42.6% |
| 6M | -37.7% | -16.8% | -20.9% | -25.4% |
| YTD | -51.4% | -3.5% | -47.8% | -54.6% |
| 1Y | -23.4% | -3.5% | -19.9% | -30.3% |
| All | -35.3% | +9.5% | -44.8% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling