-5.4%
TSLL vs S
+54.2%
-59.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -11.0% | +1.4% | -12.4% | -10.7% |
| 30D | -5.3% | -10.8% | +5.5% | +2.4% |
| 3M | +20.8% | +5.4% | +15.4% | +14.7% |
| 6M | -36.0% | +41.2% | -77.2% | -50.8% |
| YTD | -47.3% | +56.2% | -103.5% | -63.3% |
| 1Y | -48.4% | +36.3% | -84.7% | -60.8% |
| 3Y | -5.4% | +49.4% | -54.9% | -12.8% |
| All | -5.4% | +54.2% | -59.7% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling