-27.5%
TSLL vs TLN
+581.9%
-609.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -19.9% |
| 7D | -28.9% | -9.4% | -19.5% | -24.4% |
| 30D | -21.4% | -15.2% | -6.2% | -13.0% |
| 3M | +5.0% | -4.1% | +9.1% | +5.7% |
| 6M | -36.6% | -17.8% | -18.7% | -30.6% |
| YTD | -56.6% | -15.6% | -41.0% | -55.0% |
| 1Y | -60.9% | -21.6% | -39.2% | -57.1% |
| 3Y | -25.2% | +497.6% | -522.8% | -58.8% |
| All | -27.5% | +581.9% | -609.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling