-60.3%
TSLL vs S
-20.1%
-40.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.8% | -13.1% | -16.8% |
| 7D | -28.9% | -16.7% | -12.2% | -20.7% |
| 30D | -21.4% | -17.0% | -4.5% | -12.3% |
| 3M | +5.0% | +2.0% | +3.0% | +2.1% |
| 6M | -36.6% | +35.1% | -71.6% | -48.1% |
| YTD | -56.6% | +42.8% | -99.4% | -66.4% |
| 1Y | -60.9% | +27.7% | -88.6% | -68.0% |
| 3Y | -25.2% | +33.0% | -58.2% | -38.2% |
| All | -60.3% | -20.1% | -40.2% | -63.1% |
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