-48.4%
TSLL vs OMC
+24.9%
-73.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -11.0% | +6.8% | -17.8% | -11.3% |
| 30D | -5.3% | +16.2% | -21.4% | -6.6% |
| 3M | +20.8% | +6.0% | +14.8% | +20.8% |
| 6M | -36.0% | +17.7% | -53.7% | -36.2% |
| YTD | -47.3% | +13.5% | -60.7% | -48.7% |
| 1Y | -48.4% | +27.2% | -75.6% | -48.9% |
| All | -48.4% | +24.9% | -73.3% | -48.9% |
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