-48.4%
TSLL vs TMO
+25.9%
-74.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -11.0% | +2.8% | -13.9% | -11.2% |
| 30D | -5.3% | +9.1% | -14.4% | -5.3% |
| 3M | +20.8% | +19.9% | +1.0% | +21.6% |
| 6M | -36.0% | +54.7% | -90.7% | -36.9% |
| YTD | -47.3% | +24.3% | -71.6% | -42.3% |
| 1Y | -48.4% | +25.0% | -73.5% | -44.2% |
| All | -48.4% | +25.9% | -74.4% | -44.2% |
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