-24.9%
TSLL vs TRMB
+26.2%
-51.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.1% | -20.8% | -20.5% |
| 7D | -28.9% | -17.9% | -11.0% | -11.3% |
| 30D | -21.4% | -12.0% | -9.4% | -11.3% |
| 3M | +5.0% | -8.4% | +13.4% | +11.6% |
| 6M | -36.6% | -21.5% | -15.0% | -19.4% |
| YTD | -56.6% | -31.5% | -25.1% | -32.2% |
| 1Y | -60.9% | -33.4% | -27.4% | -35.8% |
| All | -24.9% | +26.2% | -51.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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