-56.8%
TSLL vs RF
+59.6%
-116.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +9.0% |
| 7D | -21.2% | -0.9% | -20.3% | -20.0% |
| 30D | -13.3% | +6.0% | -19.3% | -18.7% |
| 3M | +15.4% | -8.9% | +24.3% | +27.3% |
| 6M | -34.2% | +2.3% | -36.6% | -36.8% |
| YTD | -52.9% | +7.6% | -60.5% | -58.3% |
| 1Y | -54.3% | +21.2% | -75.5% | -65.2% |
| 3Y | -18.4% | +108.5% | -126.9% | -60.2% |
| All | -56.8% | +59.6% | -116.4% | -70.5% |
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 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