-55.4%
TSLL vs TRI
+0.6%
-56.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.4% | -6.4% | -10.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.5% |
| 30D | +17.8% | +7.9% | +9.9% | +15.6% |
| 3M | -37.0% | +24.1% | -61.1% | -42.0% |
| 6M | -37.7% | +3.8% | -41.5% | -38.4% |
| YTD | -51.4% | -16.9% | -34.5% | -43.3% |
| 1Y | -23.4% | -38.4% | +15.0% | +15.2% |
| 3Y | -30.8% | -12.2% | -18.6% | -29.3% |
| All | -55.4% | +0.6% | -56.1% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling