-5.9%
TSLL vs LOW
+27.5%
-33.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | +2.7% | +25.6% | -22.9% | -14.3% |
| 3M | +26.3% | +5.3% | +20.9% | +21.2% |
| 6M | -37.2% | +3.7% | -40.9% | -39.6% |
| YTD | -44.2% | -1.9% | -42.4% | -44.5% |
| 1Y | -44.0% | +0.6% | -44.5% | -46.0% |
| All | -5.9% | +27.5% | -33.4% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling