-26.6%
TSLL vs RUN
-50.8%
+24.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.2% |
| 30D | +17.8% | -15.3% | +33.0% | +25.3% |
| 3M | -37.0% | -40.0% | +3.0% | -23.3% |
| 6M | -37.7% | -27.0% | -10.7% | -28.4% |
| YTD | -51.4% | -51.7% | +0.3% | -41.1% |
| All | -26.6% | -50.8% | +24.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling