-23.4%
TSLL vs LIN
+2.8%
-26.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -12.0% |
| 7D | +1.9% | -2.1% | +4.0% | +1.4% |
| 30D | +17.8% | -2.4% | +20.2% | +17.0% |
| 3M | -37.0% | -5.6% | -31.4% | -38.1% |
| 6M | -37.7% | -3.4% | -34.3% | -38.1% |
| YTD | -51.4% | +13.1% | -64.5% | -51.9% |
| 1Y | -23.4% | +2.5% | -25.8% | -22.4% |
| All | -23.4% | +2.8% | -26.2% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling