-55.4%
TSLL vs TGT
+14.6%
-70.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.2% |
| 30D | +17.8% | +12.2% | +5.6% | +9.7% |
| 3M | -37.0% | +33.8% | -70.8% | -48.1% |
| 6M | -37.7% | +39.3% | -77.0% | -50.6% |
| YTD | -51.4% | +72.9% | -124.2% | -67.1% |
| 1Y | -23.4% | +84.6% | -107.9% | -50.8% |
| 3Y | -30.8% | +46.2% | -77.0% | -52.0% |
| All | -55.4% | +14.6% | -70.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling