-18.4%
TSLL vs TNA
+105.1%
-123.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.9% | +6.2% |
| 7D | -21.2% | -7.0% | -14.2% | -15.0% |
| 30D | -13.3% | -6.4% | -6.9% | -7.2% |
| 3M | +15.4% | -25.7% | +41.1% | +51.1% |
| 6M | -34.2% | -19.7% | -14.5% | -17.9% |
| YTD | -52.9% | +18.3% | -71.2% | -59.6% |
| 1Y | -54.3% | +24.6% | -78.9% | -63.1% |
| 3Y | -18.4% | +112.8% | -131.2% | -48.0% |
| All | -18.4% | +105.1% | -123.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling