-55.4%
TSLL vs TNA
+55.4%
-110.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.4% |
| 7D | +1.9% | -0.1% | +2.0% | +1.8% |
| 30D | +17.8% | -4.9% | +22.7% | +22.8% |
| 3M | -37.0% | +0.4% | -37.4% | -35.7% |
| 6M | -37.7% | +32.5% | -70.2% | -49.8% |
| YTD | -51.4% | +53.7% | -105.1% | -65.7% |
| 1Y | -23.4% | +65.1% | -88.5% | -49.7% |
| 3Y | -30.8% | +98.4% | -129.2% | -60.2% |
| All | -55.4% | +55.4% | -110.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling