-24.9%
TSLL vs O
+38.4%
-63.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.5% | -22.4% | -22.0% |
| 7D | -28.9% | +4.5% | -33.4% | -29.8% |
| 30D | -21.4% | +10.2% | -31.6% | -23.9% |
| 3M | +5.0% | -3.8% | +8.7% | +6.4% |
| 6M | -36.6% | -3.8% | -32.7% | -36.0% |
| YTD | -56.6% | +10.3% | -67.0% | -60.3% |
| 1Y | -60.9% | +11.9% | -72.7% | -64.6% |
| All | -24.9% | +38.4% | -63.2% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling