+5.0%
TSLL vs SO
+0.7%
+4.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.7% |
| 7D | -28.9% | +0.4% | -29.3% | -28.5% |
| 30D | -21.4% | +9.2% | -30.7% | -17.4% |
| 3M | +5.0% | +1.1% | +3.9% | -2.1% |
| All | +5.0% | +0.7% | +4.3% | -2.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling