-48.9%
TSLL vs SO
+6.0%
-54.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +12.2% |
| 7D | -14.3% | -1.1% | -13.2% | -15.4% |
| 30D | -6.2% | +8.6% | -14.7% | +2.5% |
| 3M | +21.2% | +1.8% | +19.4% | +23.1% |
| 6M | -36.6% | +3.6% | -40.2% | -35.2% |
| YTD | -47.8% | +9.9% | -57.7% | -43.7% |
| All | -48.9% | +6.0% | -54.9% | -44.8% |
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