-46.0%
TSLL vs TGT
+86.7%
-132.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -12.0% | -5.6% |
| 7D | -9.4% | +9.5% | -18.9% | -8.3% |
| 30D | +1.6% | +6.6% | -5.0% | +2.7% |
| 3M | +29.4% | +11.0% | +18.4% | +31.0% |
| 6M | -20.1% | +29.9% | -50.0% | -18.1% |
| YTD | -44.5% | +71.4% | -116.0% | -42.1% |
| 1Y | -46.0% | +88.6% | -134.6% | -43.0% |
| All | -46.0% | +86.7% | -132.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling