-52.1%
TSLL vs SU
+155.2%
-207.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.9% | +12.8% | +11.7% |
| 7D | -14.3% | -10.6% | -3.7% | -9.8% |
| 30D | -6.2% | -6.6% | +0.5% | -3.6% |
| 3M | +21.2% | +12.9% | +8.3% | +14.2% |
| 6M | -36.6% | +6.7% | -43.3% | -39.7% |
| YTD | -47.8% | +55.2% | -103.0% | -61.6% |
| 1Y | -45.2% | +61.5% | -106.8% | -61.0% |
| 3Y | -3.3% | +128.7% | -132.0% | -42.4% |
| All | -52.1% | +155.2% | -207.4% | -71.6% |
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 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