-3.3%
TSLL vs O
+36.9%
-40.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.7% |
| 7D | -14.3% | +3.3% | -17.6% | -15.1% |
| 30D | -6.2% | +10.3% | -16.5% | -8.9% |
| 3M | +21.2% | -3.5% | +24.7% | +22.7% |
| 6M | -36.6% | -1.3% | -35.3% | -36.8% |
| YTD | -47.8% | +10.3% | -58.1% | -52.1% |
| 1Y | -45.2% | +10.4% | -55.6% | -49.8% |
| 3Y | -3.3% | +40.0% | -43.2% | -28.0% |
| All | -3.3% | +36.9% | -40.2% | -28.0% |
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