-56.8%
TSLL vs M
+47.6%
-104.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.2% | +10.6% |
| 7D | -21.2% | -4.3% | -16.9% | -19.7% |
| 30D | -13.3% | +1.3% | -14.6% | -14.2% |
| 3M | +15.4% | -7.4% | +22.8% | +17.9% |
| 6M | -34.2% | +18.3% | -52.6% | -40.0% |
| YTD | -52.9% | +7.6% | -60.5% | -55.7% |
| 1Y | -54.3% | +17.4% | -71.7% | -59.1% |
| 3Y | -18.4% | +108.4% | -126.7% | -47.7% |
| All | -56.8% | +47.6% | -104.4% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling