-46.0%
TSLL vs TPR
+20.9%
-66.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.9% | -7.0% |
| 7D | -9.4% | +12.6% | -22.1% | -11.8% |
| 30D | +1.6% | +7.1% | -5.6% | -0.1% |
| 3M | +29.4% | -19.4% | +48.8% | +37.5% |
| 6M | -20.1% | -9.7% | -10.4% | -20.6% |
| YTD | -44.5% | -1.0% | -43.5% | -45.9% |
| 1Y | -46.0% | +19.3% | -65.3% | -53.8% |
| All | -46.0% | +20.9% | -66.9% | -53.8% |
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