-46.0%
TSLL vs RF
+25.4%
-71.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -6.9% |
| 7D | -9.4% | +2.3% | -11.7% | -10.3% |
| 30D | +1.6% | +7.2% | -5.7% | -1.4% |
| 3M | +29.4% | -8.2% | +37.6% | +34.3% |
| 6M | -20.1% | +7.0% | -27.2% | -21.7% |
| YTD | -44.5% | +10.3% | -54.8% | -47.2% |
| 1Y | -46.0% | +25.1% | -71.1% | -53.5% |
| All | -46.0% | +25.4% | -71.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling