-60.3%
TSLL vs TPR
+335.3%
-395.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +7.1% | -29.0% | -26.4% |
| 7D | -28.9% | +13.9% | -42.7% | -35.8% |
| 30D | -21.4% | +14.9% | -36.4% | -30.0% |
| 3M | +5.0% | -15.4% | +20.4% | +11.8% |
| 6M | -36.6% | -4.5% | -32.1% | -39.0% |
| YTD | -56.6% | +6.0% | -62.6% | -62.3% |
| 1Y | -60.9% | +24.3% | -85.2% | -70.3% |
| 3Y | -25.2% | +412.8% | -438.1% | -79.4% |
| All | -60.3% | +335.3% | -395.5% | -88.5% |
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 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