-52.1%
TSLL vs OMC
+46.2%
-98.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +9.4% |
| 7D | -14.3% | +5.4% | -19.7% | -17.2% |
| 30D | -6.2% | +15.7% | -21.9% | -15.4% |
| 3M | +21.2% | +4.9% | +16.3% | +16.5% |
| 6M | -36.6% | +17.3% | -53.9% | -44.6% |
| YTD | -47.8% | +13.0% | -60.8% | -53.9% |
| 1Y | -45.2% | +24.1% | -69.3% | -56.4% |
| 3Y | -3.3% | +31.2% | -34.5% | -30.8% |
| All | -52.1% | +46.2% | -98.3% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling