-55.4%
TSLL vs SW
+39.2%
-94.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.5% |
| 7D | +1.9% | -5.1% | +7.0% | +4.4% |
| 30D | +17.8% | -4.6% | +22.3% | +20.6% |
| 3M | -37.0% | +9.4% | -46.4% | -40.0% |
| 6M | -37.7% | +3.5% | -41.2% | -39.3% |
| YTD | -51.4% | +22.0% | -73.4% | -56.8% |
| 1Y | -23.4% | +2.2% | -25.6% | -26.2% |
| 3Y | -30.8% | +19.6% | -50.4% | -36.0% |
| All | -55.4% | +39.2% | -94.7% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling