-56.8%
TSLL vs TNA
+19.5%
-76.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.9% | +6.4% |
| 7D | -21.2% | -7.0% | -14.2% | -15.5% |
| 30D | -13.3% | -6.4% | -6.9% | -7.6% |
| 3M | +15.4% | -25.7% | +41.1% | +47.8% |
| 6M | -34.2% | -19.7% | -14.5% | -19.2% |
| YTD | -52.9% | +18.3% | -71.2% | -58.6% |
| 1Y | -54.3% | +24.6% | -78.9% | -61.9% |
| 3Y | -18.4% | +112.8% | -131.2% | -52.3% |
| All | -56.8% | +19.5% | -76.4% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling