-55.4%
TSLL vs SU
+154.8%
-210.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.5% |
| 7D | +1.9% | +3.6% | -1.7% | +0.3% |
| 30D | +17.8% | +7.9% | +9.9% | +13.9% |
| 3M | -37.0% | +3.5% | -40.5% | -38.4% |
| 6M | -37.7% | +19.0% | -56.6% | -45.3% |
| YTD | -51.4% | +55.0% | -106.3% | -64.1% |
| 1Y | -23.4% | +71.2% | -94.6% | -47.3% |
| 3Y | -30.8% | +117.4% | -148.2% | -58.0% |
| All | -55.4% | +154.8% | -210.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling