-60.3%
TSLL vs M
+54.7%
-115.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.9% | -16.0% | -19.3% |
| 7D | -28.9% | -2.1% | -26.7% | -28.0% |
| 30D | -21.4% | +7.7% | -29.1% | -24.1% |
| 3M | +5.0% | -4.4% | +9.3% | +6.1% |
| 6M | -36.6% | +27.5% | -64.1% | -43.8% |
| YTD | -56.6% | +12.8% | -69.4% | -60.0% |
| 1Y | -60.9% | +20.7% | -81.6% | -65.2% |
| 3Y | -25.2% | +111.3% | -136.5% | -52.3% |
| All | -60.3% | +54.7% | -115.0% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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