-51.7%
TSLL vs LOW
+25.9%
-77.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -11.0% | +8.7% | -19.7% | -16.9% |
| 30D | -5.3% | +25.5% | -30.7% | -21.8% |
| 3M | +20.8% | +6.6% | +14.2% | +13.7% |
| 6M | -36.0% | +2.4% | -38.4% | -38.5% |
| YTD | -47.3% | -1.7% | -45.5% | -48.1% |
| 1Y | -48.4% | +1.7% | -50.1% | -51.2% |
| 3Y | -5.4% | +26.6% | -32.0% | -26.6% |
| All | -51.7% | +25.9% | -77.6% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling