-51.9%
TSLL vs TNA
+53.4%
-105.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.3% | +9.2% | +8.9% |
| 7D | +5.8% | +4.1% | +1.7% | +2.3% |
| 30D | +21.7% | -7.6% | +29.3% | +29.7% |
| 3M | -28.2% | +8.1% | -36.3% | -31.2% |
| 6M | -29.5% | +49.0% | -78.5% | -48.1% |
| YTD | -47.5% | +51.7% | -99.3% | -62.6% |
| 1Y | -20.8% | +59.6% | -80.4% | -46.7% |
| 3Y | -26.7% | +118.9% | -145.6% | -60.2% |
| All | -51.9% | +53.4% | -105.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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