-48.4%
TSLL vs TGT
+83.3%
-131.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | -11.0% | +4.8% | -15.8% | -10.4% |
| 30D | -5.3% | +5.3% | -10.6% | -4.4% |
| 3M | +20.8% | +7.2% | +13.6% | +22.0% |
| 6M | -36.0% | +31.4% | -67.4% | -34.1% |
| YTD | -47.3% | +70.1% | -117.3% | -43.2% |
| 1Y | -48.4% | +85.5% | -134.0% | -42.6% |
| All | -48.4% | +83.3% | -131.8% | -42.6% |
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