-11.9%
TSLL vs TLN
+678.8%
-690.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.3% |
| 7D | -11.0% | +1.1% | -12.1% | -11.1% |
| 30D | -5.3% | -4.6% | -0.7% | -2.2% |
| 3M | +20.8% | +5.2% | +15.6% | +15.1% |
| 6M | -36.0% | -6.5% | -29.5% | -35.0% |
| YTD | -47.3% | -3.6% | -43.6% | -49.5% |
| 1Y | -48.4% | -8.2% | -40.2% | -48.8% |
| 3Y | -5.4% | +559.7% | -565.1% | -51.7% |
| All | -11.9% | +678.8% | -690.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling