-44.0%
TSLL vs TGT
+86.6%
-130.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.8% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +2.7% | +6.7% | -4.0% | +3.7% |
| 3M | +26.3% | +8.4% | +17.9% | +27.5% |
| 6M | -37.2% | +40.7% | -77.9% | -35.3% |
| YTD | -44.2% | +72.2% | -116.5% | -40.0% |
| 1Y | -44.0% | +86.2% | -130.1% | -38.1% |
| All | -44.0% | +86.6% | -130.5% | -38.1% |
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