-37.0%
TSLL vs TRU
+11.6%
-48.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.9% | -5.9% | -10.2% |
| 7D | +1.9% | -6.8% | +8.7% | +3.6% |
| 30D | +17.8% | 0.0% | +17.7% | +18.8% |
| 3M | -37.0% | +13.3% | -50.3% | -34.0% |
| All | -37.0% | +11.6% | -48.6% | -34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling