-21.3%
TSLL vs TLN
+630.2%
-651.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.6% | +4.2% |
| 7D | -21.2% | -1.3% | -19.9% | -20.5% |
| 30D | -13.3% | -10.5% | -2.8% | -7.1% |
| 3M | +15.4% | +0.1% | +15.3% | +13.3% |
| 6M | -34.2% | -17.4% | -16.8% | -28.1% |
| YTD | -52.9% | -9.7% | -43.2% | -53.1% |
| 1Y | -54.3% | -12.3% | -42.1% | -53.5% |
| 3Y | -18.4% | +528.3% | -546.6% | -56.8% |
| All | -21.3% | +630.2% | -651.5% | -55.6% |
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