-35.3%
TSLL vs TPR
+292.1%
-327.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | -2.3% | +4.2% | +3.5% |
| 30D | +17.8% | -23.0% | +40.7% | +38.7% |
| 3M | -37.0% | -12.5% | -24.5% | -32.9% |
| 6M | -37.7% | -21.4% | -16.2% | -28.6% |
| YTD | -51.4% | -3.5% | -47.9% | -54.3% |
| 1Y | -23.4% | +17.4% | -40.7% | -40.6% |
| All | -35.3% | +292.1% | -327.4% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling