-60.3%
TSLL vs RF
+60.1%
-120.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -19.5% |
| 7D | -28.9% | -1.6% | -27.3% | -27.2% |
| 30D | -21.4% | +5.0% | -26.5% | -25.5% |
| 3M | +5.0% | -10.0% | +15.0% | +17.5% |
| 6M | -36.6% | +3.3% | -39.9% | -39.7% |
| YTD | -56.6% | +7.9% | -64.6% | -61.7% |
| 1Y | -60.9% | +21.2% | -82.1% | -70.2% |
| 3Y | -25.2% | +105.8% | -131.0% | -63.2% |
| All | -60.3% | +60.1% | -120.4% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling