-60.9%
TSLL vs TPR
+28.0%
-88.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +7.1% | -29.0% | -22.6% |
| 7D | -28.9% | +13.9% | -42.7% | -30.4% |
| 30D | -21.4% | +14.9% | -36.4% | -23.4% |
| 3M | +5.0% | -15.4% | +20.4% | +11.6% |
| 6M | -36.6% | -4.5% | -32.1% | -37.1% |
| YTD | -56.6% | +6.0% | -62.6% | -57.9% |
| 1Y | -60.9% | +24.3% | -85.2% | -65.6% |
| All | -60.9% | +28.0% | -88.9% | -65.6% |
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