-35.3%
TSLL vs REPL
-22.6%
-12.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.8% |
| 7D | +1.9% | -3.0% | +4.9% | +2.0% |
| 30D | +17.8% | +27.1% | -9.4% | +16.8% |
| 3M | -37.0% | +52.4% | -89.4% | -38.6% |
| 6M | -37.7% | +107.4% | -145.1% | -41.8% |
| YTD | -51.4% | +54.7% | -106.1% | -54.2% |
| 1Y | -23.4% | +158.9% | -182.2% | -29.7% |
| All | -35.3% | -22.6% | -12.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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