-21.2%
TSLL vs TMO
+25.0%
-46.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +20.0% | +1.0% | +19.0% | +19.9% |
| 3M | -23.8% | +22.7% | -46.5% | -25.4% |
| 6M | -30.3% | +19.0% | -49.3% | -30.2% |
| YTD | -47.7% | +4.7% | -52.4% | -44.7% |
| 1Y | -21.2% | +26.0% | -47.2% | -22.9% |
| All | -21.2% | +25.0% | -46.1% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling