-49.1%
TSLL vs TNA
+24.0%
-73.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -2.9% |
| 7D | +17.8% | +3.7% | +14.1% | +14.3% |
| 30D | +8.2% | +4.4% | +3.9% | +5.4% |
| 3M | +20.9% | -26.7% | +47.5% | +56.2% |
| 6M | -37.5% | -12.8% | -24.7% | -28.1% |
| YTD | -44.5% | +22.7% | -67.2% | -52.7% |
| 1Y | -33.0% | +35.7% | -68.6% | -48.1% |
| 3Y | -6.4% | +134.6% | -140.9% | -49.0% |
| All | -49.1% | +24.0% | -73.1% | -61.5% |
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 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