-20.8%
TSLL vs TRU
-16.5%
-4.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.8% | +10.7% | +8.8% |
| 7D | +5.8% | -7.2% | +13.0% | +8.7% |
| 30D | +21.7% | -2.8% | +24.5% | +23.3% |
| 3M | -28.2% | +13.0% | -41.2% | -30.8% |
| 6M | -29.5% | +0.7% | -30.1% | -29.5% |
| YTD | -47.5% | -9.0% | -38.5% | -44.7% |
| 1Y | -20.8% | -16.3% | -4.5% | -10.9% |
| All | -20.8% | -16.5% | -4.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling