-34.2%
TSLL vs OMC
+12.4%
-46.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +8.6% |
| 7D | -21.2% | +6.3% | -27.5% | -20.9% |
| 30D | -13.3% | +15.4% | -28.7% | -14.0% |
| 3M | +15.4% | +5.8% | +9.6% | +16.6% |
| 6M | -34.2% | +14.7% | -48.9% | -32.2% |
| All | -34.2% | +12.4% | -46.6% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling