-52.1%
TSLL vs TMO
+25.2%
-77.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.9% | +7.0% | +8.1% |
| 7D | -14.3% | +5.7% | -20.0% | -16.9% |
| 30D | -6.2% | +9.7% | -15.8% | -11.3% |
| 3M | +21.2% | +21.6% | -0.4% | +6.5% |
| 6M | -36.6% | +55.5% | -92.0% | -56.2% |
| YTD | -47.8% | +24.9% | -72.6% | -56.4% |
| 1Y | -45.2% | +26.5% | -71.7% | -55.0% |
| 3Y | -3.3% | +64.0% | -67.3% | -44.1% |
| All | -52.1% | +25.2% | -77.3% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling