-60.3%
TSLL vs REPL
+0.8%
-61.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -21.8% |
| 7D | -28.9% | +15.1% | -44.0% | -29.3% |
| 30D | -21.4% | +51.1% | -72.5% | -22.7% |
| 3M | +5.0% | +69.2% | -64.3% | +2.6% |
| 6M | -36.6% | +597.6% | -634.1% | -43.5% |
| YTD | -56.6% | +106.0% | -162.6% | -60.3% |
| 1Y | -60.9% | +133.3% | -194.2% | -64.4% |
| 3Y | -25.2% | +41.0% | -66.2% | -37.8% |
| All | -60.3% | +0.8% | -61.1% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling