-55.4%
TSLL vs OPEN
-44.5%
-10.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.0% |
| 7D | +1.9% | -4.3% | +6.1% | +3.0% |
| 30D | +17.8% | -16.2% | +34.0% | +23.1% |
| 3M | -37.0% | -36.4% | -0.6% | -28.8% |
| 6M | -37.7% | -35.5% | -2.2% | -30.4% |
| YTD | -51.4% | -46.0% | -5.4% | -44.2% |
| 1Y | -23.4% | -47.1% | +23.8% | -18.9% |
| 3Y | -30.8% | -19.0% | -11.8% | -50.0% |
| All | -55.4% | -44.5% | -10.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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