-20.1%
TSLL vs PL
-65.8%
+45.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.4% | 0.0% | -2.9% |
| 7D | -9.4% | -11.7% | +2.3% | -3.4% |
| 30D | +1.6% | -27.1% | +28.7% | +19.2% |
| 3M | +29.4% | -44.6% | +74.0% | +73.9% |
| 6M | -20.1% | -67.2% | +47.0% | +33.1% |
| All | -20.1% | -65.8% | +45.7% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling