-24.9%
TSLL vs SO
+47.0%
-71.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -21.7% |
| 7D | -28.9% | +0.4% | -29.3% | -28.7% |
| 30D | -21.4% | +9.2% | -30.7% | -16.3% |
| 3M | +5.0% | +1.1% | +3.9% | +6.2% |
| 6M | -36.6% | -1.1% | -35.5% | -36.0% |
| YTD | -56.6% | +9.7% | -66.3% | -53.6% |
| 1Y | -60.9% | +5.5% | -66.4% | -58.9% |
| All | -24.9% | +47.0% | -71.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling