-33.3%
TSLL vs SU
+115.9%
-149.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.6% |
| 7D | +1.9% | +3.6% | -1.7% | +0.4% |
| 30D | +17.8% | +7.9% | +9.9% | +14.0% |
| 3M | -37.0% | +3.5% | -40.5% | -38.0% |
| 6M | -37.7% | +19.0% | -56.6% | -46.0% |
| YTD | -51.4% | +55.0% | -106.3% | -65.6% |
| 1Y | -23.4% | +71.2% | -94.6% | -50.5% |
| All | -33.3% | +115.9% | -149.2% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling