-24.9%
TSLL vs TAP
-20.1%
-4.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -21.6% |
| 7D | -28.9% | +7.7% | -36.6% | -29.4% |
| 30D | -21.4% | +14.4% | -35.8% | -23.1% |
| 3M | +5.0% | +2.0% | +2.9% | +4.8% |
| 6M | -36.6% | +2.5% | -39.0% | -36.8% |
| YTD | -56.6% | -6.4% | -50.2% | -56.1% |
| 1Y | -60.9% | -2.3% | -58.6% | -61.6% |
| All | -24.9% | -20.1% | -4.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling