-46.0%
TSLL vs SO
+3.3%
-49.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.7% | -7.0% |
| 7D | -9.4% | +1.7% | -11.2% | -7.7% |
| 30D | +1.6% | +11.1% | -9.6% | +14.1% |
| 3M | +29.4% | +0.7% | +28.7% | +29.9% |
| 6M | -20.1% | -1.4% | -18.8% | -20.5% |
| YTD | -44.5% | +9.4% | -53.9% | -39.1% |
| 1Y | -46.0% | +3.7% | -49.7% | -44.4% |
| All | -46.0% | +3.3% | -49.3% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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