-55.4%
TSLL vs RF
+71.5%
-126.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | +1.3% | +0.6% | +0.4% |
| 30D | +17.8% | -3.6% | +21.4% | +22.2% |
| 3M | -37.0% | +8.1% | -45.1% | -42.4% |
| 6M | -37.7% | +11.5% | -49.1% | -45.7% |
| YTD | -51.4% | +15.6% | -66.9% | -60.2% |
| 1Y | -23.4% | +15.7% | -39.0% | -38.3% |
| 3Y | -30.8% | +86.9% | -117.7% | -63.5% |
| All | -55.4% | +71.5% | -126.9% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling