-55.4%
TSLL vs TAP
-15.0%
-40.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | +17.8% | -2.1% | +19.9% | +18.4% |
| 3M | -37.0% | +6.6% | -43.6% | -39.2% |
| 6M | -37.7% | -11.5% | -26.2% | -35.0% |
| YTD | -51.4% | -10.3% | -41.1% | -50.4% |
| 1Y | -23.4% | -14.4% | -9.0% | -20.4% |
| 3Y | -30.8% | -28.3% | -2.5% | -20.5% |
| All | -55.4% | -15.0% | -40.4% | -54.4% |
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