-46.0%
TSLL vs P
+19.7%
-65.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -4.3% |
| 7D | -9.4% | -19.4% | +9.9% | -1.5% |
| 30D | +1.6% | -22.3% | +23.9% | +12.0% |
| 3M | +29.4% | +33.2% | -3.8% | +11.9% |
| 6M | -20.1% | +53.6% | -73.8% | -35.0% |
| YTD | -44.5% | +66.8% | -111.3% | -55.8% |
| 1Y | -46.0% | +17.5% | -63.5% | -56.4% |
| All | -46.0% | +19.7% | -65.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling