-55.4%
TSLL vs TMO
+6.4%
-61.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.3% |
| 7D | +1.9% | -1.4% | +3.2% | +3.0% |
| 30D | +17.8% | +6.2% | +11.5% | +13.2% |
| 3M | -37.0% | +27.5% | -64.5% | -49.5% |
| 6M | -37.7% | +20.0% | -57.6% | -47.7% |
| YTD | -51.4% | +6.1% | -57.5% | -54.8% |
| 1Y | -23.4% | +25.8% | -49.2% | -40.0% |
| 3Y | -30.8% | +11.2% | -42.0% | -42.9% |
| All | -55.4% | +6.4% | -61.8% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling