-48.9%
TSLL vs TPR
+332.6%
-381.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.9% |
| 7D | +0.5% | +6.4% | -5.9% | -4.9% |
| 30D | +2.7% | +13.8% | -11.1% | -7.8% |
| 3M | +26.3% | -16.6% | +42.9% | +36.0% |
| 6M | -37.2% | +0.7% | -37.8% | -41.1% |
| YTD | -44.2% | +5.3% | -49.6% | -51.3% |
| 1Y | -44.0% | +32.4% | -76.3% | -59.5% |
| 3Y | 0.0% | +406.4% | -406.4% | -72.2% |
| All | -48.9% | +332.6% | -381.5% | -85.2% |
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