-55.4%
TSLL vs TRMB
-12.0%
-43.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.8% | -10.6% |
| 7D | +1.9% | -2.5% | +4.4% | +5.3% |
| 30D | +17.8% | +1.5% | +16.2% | +15.9% |
| 3M | -37.0% | +6.8% | -43.8% | -43.2% |
| 6M | -37.7% | -14.9% | -22.7% | -26.8% |
| YTD | -51.4% | -24.1% | -27.3% | -34.2% |
| 1Y | -23.4% | -25.4% | +2.0% | +6.0% |
| 3Y | -30.8% | +8.0% | -38.8% | -30.3% |
| All | -55.4% | -12.0% | -43.4% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling