-51.7%
TSLL vs OMC
+46.7%
-98.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -11.0% | +6.8% | -17.8% | -14.8% |
| 30D | -5.3% | +16.2% | -21.4% | -14.9% |
| 3M | +20.8% | +6.0% | +14.8% | +15.3% |
| 6M | -36.0% | +17.7% | -53.7% | -44.2% |
| YTD | -47.3% | +13.5% | -60.7% | -53.6% |
| 1Y | -48.4% | +27.2% | -75.6% | -59.8% |
| 3Y | -5.4% | +30.4% | -35.8% | -31.9% |
| All | -51.7% | +46.7% | -98.4% | -72.1% |
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 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