-48.9%
TSLL vs RUN
-46.9%
-2.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.4% | +13.3% | +11.7% |
| 7D | -14.3% | +18.1% | -32.4% | -20.3% |
| 30D | -6.2% | +27.5% | -33.6% | -15.8% |
| 3M | +21.2% | -4.5% | +25.7% | +21.3% |
| 6M | -36.6% | -33.3% | -3.2% | -27.8% |
| YTD | -47.8% | -47.1% | -0.7% | -41.5% |
| All | -48.9% | -46.9% | -2.0% | -43.3% |
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