-20.1%
TSLL vs SO
-1.4%
-18.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.7% | -7.4% |
| 7D | -9.4% | +1.7% | -11.2% | -6.9% |
| 30D | +1.6% | +11.1% | -9.6% | +21.6% |
| 3M | +29.4% | +0.7% | +28.7% | +26.5% |
| 6M | -20.1% | -1.4% | -18.8% | -19.7% |
| All | -20.1% | -1.4% | -18.8% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling