-48.9%
TSLL vs RUN
-72.6%
+23.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +4.8% |
| 7D | +0.5% | +3.2% | -2.7% | -1.6% |
| 30D | +2.7% | +19.5% | -16.8% | -3.8% |
| 3M | +26.3% | -9.6% | +35.8% | +27.0% |
| 6M | -37.2% | -37.3% | +0.1% | -30.2% |
| YTD | -44.2% | -50.7% | +6.5% | -36.7% |
| 1Y | -44.0% | -54.1% | +10.1% | -35.5% |
| 3Y | 0.0% | -3.9% | +3.9% | -36.8% |
| All | -48.9% | -72.6% | +23.7% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling