-6.4%
TSLL vs TGT
+66.9%
-73.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.9% |
| 7D | +17.8% | +2.6% | +15.2% | +16.4% |
| 30D | +8.2% | +4.7% | +3.6% | +5.6% |
| 3M | +20.9% | +4.6% | +16.3% | +17.3% |
| 6M | -37.5% | +34.9% | -72.4% | -48.2% |
| YTD | -44.5% | +70.9% | -115.4% | -61.4% |
| 1Y | -33.0% | +84.4% | -117.3% | -56.1% |
| 3Y | -6.4% | +69.1% | -75.5% | -36.0% |
| All | -6.4% | +66.9% | -73.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling