-20.8%
TSLL vs TGT
+81.6%
-102.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +8.9% | +7.9% |
| 7D | +5.8% | -0.6% | +6.4% | +5.8% |
| 30D | +21.7% | +9.5% | +12.2% | +20.9% |
| 3M | -28.2% | +32.3% | -60.5% | -29.8% |
| 6M | -29.5% | +37.0% | -66.5% | -32.2% |
| YTD | -47.5% | +71.0% | -118.6% | -51.9% |
| 1Y | -20.8% | +85.0% | -105.8% | -29.8% |
| All | -20.8% | +81.6% | -102.4% | -29.8% |
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