-41.6%
TSLL vs SO
+6.3%
-48.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +6.0% |
| 7D | +0.5% | +0.8% | -0.3% | +1.2% |
| 30D | +2.7% | +7.8% | -5.2% | +11.3% |
| 3M | +26.3% | +2.9% | +23.3% | +29.7% |
| 6M | -37.2% | +2.5% | -39.6% | -36.0% |
| YTD | -44.2% | +10.3% | -54.5% | -40.1% |
| All | -41.6% | +6.3% | -48.0% | -37.3% |
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