-55.4%
TSLL vs REPL
-24.3%
-31.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | -37.0% | +52.4% | -89.4% | -39.0% |
| 6M | -37.7% | +107.4% | -145.1% | -43.0% |
| YTD | -51.4% | +54.7% | -106.1% | -55.0% |
| 1Y | -23.4% | +158.9% | -182.2% | -32.0% |
| 3Y | -30.8% | -23.7% | -7.0% | -38.0% |
| All | -55.4% | -24.3% | -31.2% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling