-51.7%
TSLL vs TRMB
-19.0%
-32.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -11.0% | -16.6% | +5.5% | +7.3% |
| 30D | -5.3% | -8.9% | +3.6% | +2.3% |
| 3M | +20.8% | -6.3% | +27.1% | +25.7% |
| 6M | -36.0% | -10.0% | -26.0% | -32.7% |
| YTD | -47.3% | -30.1% | -17.2% | -24.3% |
| 1Y | -48.4% | -31.3% | -17.1% | -24.2% |
| 3Y | -5.4% | +30.8% | -36.3% | -22.4% |
| All | -51.7% | -19.0% | -32.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling