-20.8%
TSLL vs SU
+72.8%
-93.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +8.2% |
| 7D | +5.8% | -1.0% | +6.8% | +5.2% |
| 30D | +21.7% | +13.7% | +8.0% | +29.8% |
| 3M | -28.2% | +8.0% | -36.3% | -23.2% |
| 6M | -29.5% | +21.0% | -50.5% | -24.0% |
| YTD | -47.5% | +56.2% | -103.8% | -41.4% |
| 1Y | -20.8% | +72.2% | -93.0% | -13.8% |
| All | -20.8% | +72.8% | -93.6% | -13.8% |
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