-35.3%
TSLL vs PL
+454.1%
-489.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.5% |
| 7D | +1.9% | -9.3% | +11.2% | +4.4% |
| 30D | +17.8% | -18.9% | +36.7% | +24.5% |
| 3M | -37.0% | -58.4% | +21.4% | -20.5% |
| 6M | -37.7% | -30.3% | -7.4% | -34.1% |
| YTD | -51.4% | -8.1% | -43.3% | -53.3% |
| 1Y | -23.4% | +180.5% | -203.9% | -51.1% |
| All | -35.3% | +454.1% | -489.4% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling