-60.9%
TSLL vs SW
+25.8%
-86.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.5% | -20.4% | -21.2% |
| 7D | -28.9% | +4.7% | -33.5% | -30.3% |
| 30D | -21.4% | +5.0% | -26.4% | -23.2% |
| 3M | +5.0% | -7.3% | +12.3% | +8.8% |
| 6M | -36.6% | +15.0% | -51.5% | -41.1% |
| YTD | -56.6% | +18.5% | -75.2% | -60.3% |
| 1Y | -60.9% | +27.1% | -88.0% | -65.7% |
| All | -60.9% | +25.8% | -86.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling