-49.1%
TSLL vs RF
+63.6%
-112.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -8.0% |
| 7D | -9.4% | +2.3% | -11.7% | -11.8% |
| 30D | +1.6% | +7.2% | -5.7% | -6.5% |
| 3M | +29.4% | -8.2% | +37.6% | +40.9% |
| 6M | -20.1% | +7.0% | -27.2% | -27.5% |
| YTD | -44.5% | +10.3% | -54.8% | -52.4% |
| 1Y | -46.0% | +25.1% | -71.1% | -60.5% |
| 3Y | -4.3% | +110.3% | -114.6% | -54.3% |
| All | -49.1% | +63.6% | -112.8% | -66.4% |
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