-18.4%
TSLL vs RUN
-8.7%
-9.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +8.4% |
| 7D | -21.2% | +33.4% | -54.6% | -26.2% |
| 30D | -13.3% | +31.1% | -44.4% | -18.8% |
| 3M | +15.4% | +6.4% | +9.0% | +12.6% |
| 6M | -34.2% | -22.2% | -12.0% | -31.2% |
| YTD | -52.9% | -45.8% | -7.1% | -49.0% |
| 1Y | -54.3% | -51.1% | -3.2% | -49.9% |
| 3Y | -18.4% | -3.0% | -15.4% | -38.4% |
| All | -18.4% | -8.7% | -9.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling