-49.1%
TSLL vs TGT
+13.3%
-62.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.9% |
| 7D | +17.8% | +2.6% | +15.2% | +16.2% |
| 30D | +8.2% | +4.7% | +3.6% | +5.2% |
| 3M | +20.9% | +4.6% | +16.3% | +16.8% |
| 6M | -37.5% | +34.9% | -72.4% | -49.2% |
| YTD | -44.5% | +70.9% | -115.4% | -62.4% |
| 1Y | -33.0% | +84.4% | -117.3% | -57.4% |
| 3Y | -6.4% | +69.1% | -75.5% | -42.2% |
| All | -49.1% | +13.3% | -62.4% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling