-46.0%
TSLL vs TRV
+54.4%
-100.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -3.1% |
| 7D | -9.4% | +3.9% | -13.3% | -6.0% |
| 30D | +1.6% | +13.5% | -11.9% | +14.5% |
| 3M | +29.4% | +8.9% | +20.5% | +41.1% |
| 6M | -20.1% | +36.8% | -56.9% | +9.5% |
| YTD | -44.5% | +42.7% | -87.2% | -24.2% |
| 1Y | -46.0% | +49.9% | -95.9% | -18.4% |
| All | -46.0% | +54.4% | -100.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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