-18.4%
TSLL vs SU
+122.8%
-141.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.8% |
| 7D | -21.2% | -13.4% | -7.8% | -16.0% |
| 30D | -13.3% | +0.9% | -14.2% | -13.8% |
| 3M | +15.4% | +12.8% | +2.6% | +8.5% |
| 6M | -34.2% | +8.3% | -42.5% | -37.9% |
| YTD | -52.9% | +58.2% | -111.1% | -68.4% |
| 1Y | -54.3% | +67.1% | -121.5% | -71.0% |
| 3Y | -18.4% | +125.6% | -144.0% | -57.0% |
| All | -18.4% | +122.8% | -141.2% | -57.0% |
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 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