-46.0%
TSLL vs TRI
-22.4%
-23.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.4% | -12.7% | -5.7% |
| 7D | -9.4% | +1.0% | -10.4% | -9.1% |
| 30D | +1.6% | +20.8% | -19.2% | +3.2% |
| 3M | +29.4% | +8.1% | +21.3% | +30.2% |
| 6M | -20.1% | +24.2% | -44.3% | -13.5% |
| YTD | -44.5% | -7.8% | -36.7% | -36.3% |
| 1Y | -46.0% | -16.7% | -29.3% | -42.0% |
| All | -46.0% | -22.4% | -23.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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