-46.0%
TSLL vs OMC
+24.5%
-70.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.2% | -11.5% | -6.4% |
| 7D | -9.4% | +12.5% | -22.0% | -9.8% |
| 30D | +1.6% | +16.3% | -14.7% | +0.4% |
| 3M | +29.4% | +8.1% | +21.3% | +29.4% |
| 6M | -20.1% | +17.2% | -37.3% | -20.1% |
| YTD | -44.5% | +11.8% | -56.3% | -46.2% |
| 1Y | -46.0% | +23.9% | -69.9% | -46.1% |
| All | -46.0% | +24.5% | -70.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling