-55.4%
TSLL vs P
+236.8%
-292.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.2% | -12.7% |
| 7D | +1.9% | +6.5% | -4.6% | -2.1% |
| 30D | +17.8% | +18.8% | -1.1% | +3.0% |
| 3M | -37.0% | +26.7% | -63.8% | -46.5% |
| 6M | -37.7% | +62.2% | -99.8% | -56.0% |
| YTD | -51.4% | +48.5% | -99.9% | -64.3% |
| 1Y | -23.4% | +26.4% | -49.8% | -41.6% |
| 3Y | -30.8% | +159.4% | -190.2% | -70.8% |
| All | -55.4% | +236.8% | -292.2% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling