-48.9%
TSLL vs O
+2.0%
-50.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | +0.6% | -0.1% | +0.1% |
| 30D | +2.7% | +9.4% | -6.8% | -3.4% |
| 3M | +26.3% | -2.4% | +28.7% | +27.7% |
| 6M | -37.2% | -1.9% | -35.3% | -37.6% |
| YTD | -44.2% | +10.5% | -54.7% | -50.8% |
| 1Y | -44.0% | +10.0% | -53.9% | -50.3% |
| 3Y | 0.0% | +40.5% | -40.4% | -35.1% |
| All | -48.9% | +2.0% | -50.9% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling