-46.0%
TSLL vs SU
+88.1%
-134.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -8.4% |
| 7D | -9.4% | -7.1% | -2.3% | -12.6% |
| 30D | +1.6% | +4.8% | -3.2% | +4.3% |
| 3M | +29.4% | +12.5% | +16.9% | +38.0% |
| 6M | -20.1% | +6.5% | -26.6% | -14.3% |
| YTD | -44.5% | +65.8% | -110.3% | -30.3% |
| 1Y | -46.0% | +86.2% | -132.2% | -39.0% |
| All | -46.0% | +88.1% | -134.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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