-41.2%
TSLL vs SU
+5.3%
-46.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.9% | +12.8% | +10.4% |
| 7D | -14.3% | -10.6% | -3.7% | -17.3% |
| 30D | -6.2% | -6.6% | +0.5% | -7.5% |
| 3M | +21.2% | +12.9% | +8.3% | +33.8% |
| All | -41.2% | +5.3% | -46.5% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling