+5.0%
TSLL vs O
-4.2%
+9.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.5% | -22.4% | -21.5% |
| 7D | -28.9% | +4.5% | -33.4% | -26.7% |
| 30D | -21.4% | +10.2% | -31.6% | -18.4% |
| 3M | +5.0% | -3.8% | +8.7% | +9.7% |
| All | +5.0% | -4.2% | +9.2% | +9.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling