-55.4%
TSLL vs TECK
+132.5%
-187.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +17.8% | +4.6% | +13.1% | +14.1% |
| 3M | -37.0% | +2.8% | -39.9% | -38.5% |
| 6M | -37.7% | +24.9% | -62.6% | -47.0% |
| YTD | -51.4% | +44.7% | -96.1% | -63.4% |
| 1Y | -23.4% | +112.0% | -135.3% | -55.9% |
| 3Y | -30.8% | +67.6% | -98.4% | -53.7% |
| All | -55.4% | +132.5% | -187.9% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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