-60.3%
TSLL vs OMC
+43.9%
-104.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.6% |
| 7D | -28.9% | +7.6% | -36.4% | -32.3% |
| 30D | -21.4% | +16.0% | -37.4% | -29.4% |
| 3M | +5.0% | +7.7% | -2.7% | -1.0% |
| 6M | -36.6% | +14.5% | -51.1% | -43.8% |
| YTD | -56.6% | +11.2% | -67.9% | -61.4% |
| 1Y | -60.9% | +23.6% | -84.4% | -68.9% |
| 3Y | -25.2% | +24.7% | -49.9% | -44.2% |
| All | -60.3% | +43.9% | -104.1% | -76.8% |
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