-54.3%
TSLL vs TPR
+42.2%
-96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +8.7% |
| 7D | -21.2% | +14.2% | -35.4% | -22.6% |
| 30D | -13.3% | +17.1% | -30.4% | -15.4% |
| 3M | +15.4% | -17.7% | +33.1% | +23.8% |
| 6M | -34.2% | -10.2% | -24.1% | -33.0% |
| YTD | -52.9% | +4.9% | -57.8% | -53.2% |
| 1Y | -54.3% | +36.1% | -90.5% | -61.0% |
| All | -54.3% | +42.2% | -96.5% | -61.0% |
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