-33.0%
TSLL vs LOW
-0.7%
-32.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +17.8% | +1.4% | +16.4% | +17.6% |
| 30D | +8.2% | +21.7% | -13.5% | +4.1% |
| 3M | +20.9% | +5.0% | +15.8% | +21.7% |
| 6M | -37.5% | +4.6% | -42.1% | -36.9% |
| YTD | -44.5% | -3.5% | -41.0% | -39.1% |
| 1Y | -33.0% | +0.5% | -33.5% | -26.1% |
| All | -33.0% | -0.7% | -32.2% | -26.1% |
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