-35.3%
TSLL vs TLN
+476.4%
-511.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.8% | -15.6% | -14.2% |
| 7D | +1.9% | +7.1% | -5.2% | -2.8% |
| 30D | +17.8% | -3.9% | +21.7% | +19.5% |
| 3M | -37.0% | -16.2% | -20.9% | -30.8% |
| 6M | -37.7% | -5.8% | -31.9% | -37.5% |
| YTD | -51.4% | -15.4% | -35.9% | -49.1% |
| 1Y | -23.4% | -16.7% | -6.7% | -18.8% |
| All | -35.3% | +476.4% | -511.7% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling