-56.8%
TSLL vs LOW
+22.0%
-78.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +9.5% |
| 7D | -21.2% | +7.4% | -28.6% | -25.9% |
| 30D | -13.3% | +24.5% | -37.8% | -28.4% |
| 3M | +15.4% | +3.5% | +11.9% | +10.8% |
| 6M | -34.2% | -2.6% | -31.7% | -34.3% |
| YTD | -52.9% | -4.8% | -48.1% | -52.6% |
| 1Y | -54.3% | -0.8% | -53.5% | -56.1% |
| 3Y | -18.4% | +22.8% | -41.2% | -35.2% |
| All | -56.8% | +22.0% | -78.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling