-55.4%
TSLL vs S
-25.8%
-29.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.1% |
| 7D | +1.9% | -7.7% | +9.6% | +6.8% |
| 30D | +17.8% | -5.3% | +23.1% | +20.9% |
| 3M | -37.0% | +20.3% | -57.3% | -43.3% |
| 6M | -37.7% | +47.4% | -85.0% | -51.7% |
| YTD | -51.4% | +32.5% | -83.9% | -60.2% |
| 1Y | -23.4% | +9.5% | -32.9% | -30.6% |
| 3Y | -30.8% | +15.5% | -46.3% | -37.5% |
| All | -55.4% | -25.8% | -29.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling