-49.1%
TSLL vs TRI
+4.1%
-53.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | +17.8% | -2.9% | +20.7% | +18.5% |
| 30D | +8.2% | +3.7% | +4.5% | +5.7% |
| 3M | +20.9% | +3.7% | +17.1% | +17.8% |
| 6M | -37.5% | +35.1% | -72.6% | -46.8% |
| YTD | -44.5% | -14.0% | -30.5% | -37.0% |
| 1Y | -33.0% | -19.0% | -14.0% | -20.2% |
| 3Y | -6.4% | -12.0% | +5.6% | -4.0% |
| All | -49.1% | +4.1% | -53.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling