-52.7%
TSLL vs TMO
+5.7%
-58.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.2% |
| 7D | +6.1% | -0.6% | +6.8% | +6.5% |
| 30D | +20.6% | +1.1% | +19.5% | +19.7% |
| 3M | -25.4% | +28.3% | -53.7% | -40.5% |
| 6M | -34.2% | +23.3% | -57.5% | -46.3% |
| YTD | -48.4% | +5.5% | -53.8% | -51.9% |
| 1Y | -30.8% | +24.5% | -55.4% | -45.6% |
| 3Y | -37.4% | +19.6% | -57.0% | -52.4% |
| All | -52.7% | +5.7% | -58.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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