-49.1%
TSLL vs PL
+118.1%
-167.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | 0.0% | -4.4% |
| 7D | -9.4% | -11.7% | +2.3% | -6.1% |
| 30D | +1.6% | -27.1% | +28.7% | +11.4% |
| 3M | +29.4% | -44.6% | +74.0% | +53.2% |
| 6M | -20.1% | -67.2% | +47.0% | +9.0% |
| YTD | -44.5% | -35.9% | -8.6% | -41.1% |
| 1Y | -46.0% | -0.4% | -45.6% | -51.0% |
| 3Y | -4.3% | +454.8% | -459.1% | -63.9% |
| All | -49.1% | +118.1% | -167.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling