-47.2%
TSLL vs OMC
+43.4%
-90.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.8% |
| 7D | +33.0% | -0.3% | +33.3% | +33.2% |
| 30D | +7.7% | +10.6% | -2.9% | -0.1% |
| 3M | +34.7% | +2.6% | +32.1% | +31.2% |
| 6M | -31.5% | +16.6% | -48.1% | -40.0% |
| YTD | -42.4% | +10.9% | -53.3% | -48.6% |
| 1Y | -39.7% | +22.1% | -61.8% | -51.4% |
| 3Y | +3.4% | +27.5% | -24.1% | -24.5% |
| All | -47.2% | +43.4% | -90.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling