-56.8%
TSLL vs TPR
+330.8%
-387.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.3% |
| 7D | -21.2% | +14.2% | -35.4% | -29.1% |
| 30D | -13.3% | +17.1% | -30.4% | -23.8% |
| 3M | +15.4% | -17.7% | +33.1% | +25.4% |
| 6M | -34.2% | -10.2% | -24.1% | -33.8% |
| YTD | -52.9% | +4.9% | -57.8% | -58.8% |
| 1Y | -54.3% | +36.1% | -90.5% | -67.9% |
| 3Y | -18.4% | +416.5% | -434.8% | -77.6% |
| All | -56.8% | +330.8% | -387.7% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling