-60.3%
TSLL vs IR
+65.1%
-125.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.8% | -19.1% | -18.8% |
| 7D | -28.9% | +2.3% | -31.2% | -30.2% |
| 30D | -21.4% | +3.3% | -24.8% | -23.9% |
| 3M | +5.0% | -9.0% | +14.0% | +16.3% |
| 6M | -36.6% | +8.0% | -44.6% | -43.1% |
| YTD | -56.6% | +3.4% | -60.0% | -61.8% |
| 1Y | -60.9% | +4.5% | -65.4% | -66.4% |
| 3Y | -25.2% | +25.6% | -50.8% | -41.2% |
| All | -60.3% | +65.1% | -125.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling