-23.4%
TSLL vs TPR
+18.2%
-41.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.7% |
| 7D | +1.9% | -2.7% | +4.6% | +2.8% |
| 30D | +17.8% | -23.3% | +41.0% | +28.8% |
| 3M | -37.0% | -12.8% | -24.2% | -35.2% |
| 6M | -37.7% | -21.7% | -15.9% | -33.4% |
| YTD | -51.4% | -3.9% | -47.5% | -52.6% |
| 1Y | -23.4% | +16.9% | -40.3% | -30.1% |
| All | -23.4% | +18.2% | -41.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling