-60.3%
TSLL vs O
+1.9%
-62.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.5% | -22.4% | -22.2% |
| 7D | -28.9% | +4.5% | -33.4% | -30.9% |
| 30D | -21.4% | +10.2% | -31.6% | -26.4% |
| 3M | +5.0% | -3.8% | +8.7% | +7.2% |
| 6M | -36.6% | -3.8% | -32.7% | -36.1% |
| YTD | -56.6% | +10.3% | -67.0% | -61.7% |
| 1Y | -60.9% | +11.9% | -72.7% | -66.0% |
| 3Y | -25.2% | +38.1% | -63.3% | -50.5% |
| All | -60.3% | +1.9% | -62.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling