-55.4%
TSLL vs OMC
+35.1%
-90.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.4% | -10.1% |
| 7D | +1.9% | -6.4% | +8.3% | +6.8% |
| 30D | +17.8% | +1.1% | +16.6% | +17.2% |
| 3M | -37.0% | +10.4% | -47.4% | -41.6% |
| 6M | -37.7% | -1.7% | -36.0% | -37.6% |
| YTD | -51.4% | +4.4% | -55.8% | -54.3% |
| 1Y | -23.4% | +8.4% | -31.8% | -32.2% |
| 3Y | -30.8% | +14.4% | -45.2% | -44.3% |
| All | -55.4% | +35.1% | -90.5% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling