-60.3%
TSLL vs TAP
-11.4%
-48.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.1% | -19.8% | -21.3% |
| 7D | -28.9% | +7.7% | -36.6% | -30.2% |
| 30D | -21.4% | +14.4% | -35.8% | -24.7% |
| 3M | +5.0% | +2.0% | +2.9% | +4.0% |
| 6M | -36.6% | +2.5% | -39.0% | -37.7% |
| YTD | -56.6% | -6.4% | -50.2% | -56.4% |
| 1Y | -60.9% | -2.3% | -58.6% | -62.0% |
| 3Y | -25.2% | -20.3% | -4.9% | -19.0% |
| All | -60.3% | -11.4% | -48.9% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling