-3.8%
TSLL vs RF
+110.0%
-113.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -8.2% |
| 7D | -9.4% | +2.3% | -11.7% | -12.1% |
| 30D | +1.6% | +7.2% | -5.7% | -7.7% |
| 3M | +29.4% | -8.2% | +37.6% | +42.7% |
| 6M | -20.1% | +7.0% | -27.2% | -28.9% |
| YTD | -44.5% | +10.3% | -54.8% | -54.3% |
| 1Y | -46.0% | +25.1% | -71.1% | -63.6% |
| All | -3.8% | +110.0% | -113.8% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling