-23.4%
TSLL vs O
+11.2%
-34.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -12.0% |
| 7D | +1.9% | -0.7% | +2.6% | +1.7% |
| 30D | +17.8% | -1.9% | +19.6% | +17.3% |
| 3M | -37.0% | +3.8% | -40.9% | -38.1% |
| 6M | -37.7% | -4.7% | -32.9% | -35.8% |
| YTD | -51.4% | +12.5% | -63.8% | -59.7% |
| 1Y | -23.4% | +10.8% | -34.2% | -38.5% |
| All | -23.4% | +11.2% | -34.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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