-23.4%
TSLL vs LOW
-20.7%
-2.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.2% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | +17.8% | -7.0% | +24.8% | +20.5% |
| 3M | -37.0% | -0.9% | -36.1% | -37.4% |
| 6M | -37.7% | -20.1% | -17.6% | -33.4% |
| YTD | -51.4% | -13.9% | -37.5% | -47.0% |
| 1Y | -23.4% | -21.1% | -2.2% | -4.6% |
| All | -23.4% | -20.7% | -2.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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