-60.9%
TSLL vs PL
-11.4%
-49.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -10.1% | -11.8% | -19.0% |
| 7D | -28.9% | -20.5% | -8.3% | -23.9% |
| 30D | -21.4% | -38.8% | +17.3% | -10.4% |
| 3M | +5.0% | -49.1% | +54.1% | +24.6% |
| 6M | -36.6% | -69.4% | +32.8% | -16.0% |
| YTD | -56.6% | -42.3% | -14.3% | -49.5% |
| 1Y | -60.9% | -14.2% | -46.7% | -56.9% |
| All | -60.9% | -11.4% | -49.4% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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