-46.0%
TSLL vs LEN
-21.9%
-24.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.1% | -13.4% | -7.3% |
| 7D | -9.4% | +10.5% | -19.9% | -10.9% |
| 30D | +1.6% | +24.6% | -23.1% | -2.6% |
| 3M | +29.4% | +6.6% | +22.8% | +28.4% |
| 6M | -20.1% | +10.6% | -30.8% | -22.2% |
| YTD | -44.5% | -8.3% | -36.2% | -44.4% |
| 1Y | -46.0% | -22.5% | -23.5% | -44.6% |
| All | -46.0% | -21.9% | -24.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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