-55.4%
TSLL vs TCOM
+62.2%
-117.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.5% |
| 7D | +1.9% | -9.5% | +11.4% | +5.7% |
| 30D | +17.8% | -10.7% | +28.5% | +22.7% |
| 3M | -37.0% | -14.6% | -22.4% | -33.8% |
| 6M | -37.7% | -19.3% | -18.3% | -33.0% |
| YTD | -51.4% | -42.9% | -8.4% | -40.3% |
| 1Y | -23.4% | -43.8% | +20.4% | -5.2% |
| 3Y | -30.8% | +2.1% | -32.9% | -32.3% |
| All | -55.4% | +62.2% | -117.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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