-18.4%
TSLL vs TRV
+146.9%
-165.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.6% | +9.0% |
| 7D | -21.2% | -0.3% | -21.0% | -21.1% |
| 30D | -13.3% | +9.6% | -22.9% | -15.0% |
| 3M | +15.4% | +2.7% | +12.7% | +14.8% |
| 6M | -34.2% | +32.0% | -66.3% | -40.9% |
| YTD | -52.9% | +37.8% | -90.7% | -59.0% |
| 1Y | -54.3% | +45.2% | -99.6% | -61.6% |
| 3Y | -18.4% | +145.3% | -163.6% | -16.8% |
| All | -18.4% | +146.9% | -165.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling