-3.3%
TSLL vs TRI
-10.7%
+7.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.8% | +14.7% | +11.4% |
| 7D | -14.3% | -11.4% | -2.9% | -13.0% |
| 30D | -6.2% | +4.9% | -11.1% | -7.9% |
| 3M | +21.2% | +7.0% | +14.1% | +18.5% |
| 6M | -36.6% | +18.2% | -54.8% | -39.6% |
| YTD | -47.8% | -14.8% | -33.0% | -38.8% |
| 1Y | -45.2% | -18.0% | -27.3% | -34.3% |
| 3Y | -3.3% | -12.0% | +8.7% | +25.2% |
| All | -3.3% | -10.7% | +7.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling