-55.4%
TSLL vs O
+3.9%
-59.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +17.8% | -1.9% | +19.6% | +19.1% |
| 3M | -37.0% | +3.8% | -40.9% | -39.9% |
| 6M | -37.7% | -4.7% | -32.9% | -36.4% |
| YTD | -51.4% | +12.5% | -63.8% | -57.4% |
| 1Y | -23.4% | +10.8% | -34.2% | -31.5% |
| 3Y | -30.8% | +28.8% | -59.6% | -50.0% |
| All | -55.4% | +3.9% | -59.3% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling