-52.1%
TSLL vs LOW
+26.1%
-78.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +8.3% |
| 7D | -14.3% | +6.4% | -20.7% | -18.6% |
| 30D | -6.2% | +25.6% | -31.7% | -22.6% |
| 3M | +21.2% | +4.6% | +16.6% | +15.8% |
| 6M | -36.6% | +2.5% | -39.1% | -39.1% |
| YTD | -47.8% | -1.6% | -46.1% | -48.6% |
| 1Y | -45.2% | +1.7% | -47.0% | -48.2% |
| 3Y | -3.3% | +29.4% | -32.7% | -26.4% |
| All | -52.1% | +26.1% | -78.2% | -64.3% |
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