-55.4%
TSLL vs SO
+32.4%
-87.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -12.0% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +17.8% | -4.6% | +22.3% | +16.9% |
| 3M | -37.0% | -3.0% | -34.0% | -37.5% |
| 6M | -37.7% | -8.3% | -29.4% | -38.2% |
| YTD | -51.4% | +3.5% | -54.9% | -51.8% |
| 1Y | -23.4% | -0.9% | -22.4% | -24.1% |
| 3Y | -30.8% | +45.4% | -76.1% | -42.1% |
| All | -55.4% | +32.4% | -87.8% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling