-55.4%
TSLL vs TPR
+296.2%
-351.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | -2.3% | +4.2% | +3.4% |
| 30D | +17.8% | -23.0% | +40.7% | +37.4% |
| 3M | -37.0% | -12.5% | -24.5% | -33.0% |
| 6M | -37.7% | -21.4% | -16.2% | -29.0% |
| YTD | -51.4% | -3.5% | -47.9% | -53.7% |
| 1Y | -23.4% | +17.4% | -40.7% | -38.2% |
| 3Y | -30.8% | +291.3% | -322.0% | -76.8% |
| All | -55.4% | +296.2% | -351.7% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling