-48.9%
TSLL vs S
+38.4%
-87.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.9% | +7.2% |
| 7D | -14.3% | +1.6% | -15.9% | -14.2% |
| 30D | -6.2% | -10.5% | +4.3% | -1.8% |
| 3M | +21.2% | +9.9% | +11.3% | +16.7% |
| 6M | -36.6% | +41.8% | -78.4% | -44.8% |
| YTD | -47.8% | +56.8% | -104.6% | -57.2% |
| All | -48.9% | +38.4% | -87.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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