+29.4%
TSLL vs PL
-43.2%
+72.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | 0.0% | -3.2% |
| 7D | -9.4% | -11.7% | +2.3% | -3.8% |
| 30D | +1.6% | -27.1% | +28.7% | +15.4% |
| 3M | +29.4% | -44.6% | +74.0% | +62.1% |
| All | +29.4% | -43.2% | +72.7% | +62.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling