-49.1%
TSLL vs LIN
+84.7%
-133.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -8.7% |
| 7D | -9.4% | +3.3% | -12.7% | -12.4% |
| 30D | +1.6% | +8.8% | -7.2% | -6.7% |
| 3M | +29.4% | +8.6% | +20.8% | +18.8% |
| 6M | -20.1% | +7.0% | -27.2% | -27.0% |
| YTD | -44.5% | +24.3% | -68.8% | -58.7% |
| 1Y | -46.0% | +27.3% | -73.3% | -61.1% |
| 3Y | -4.3% | +38.9% | -43.2% | -34.8% |
| All | -49.1% | +84.7% | -133.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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