-37.2%
TSLL vs TRV
+34.4%
-71.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.4% |
| 7D | +0.5% | -2.4% | +2.9% | -2.2% |
| 30D | +2.7% | +7.5% | -4.8% | +12.2% |
| 3M | +26.3% | +6.7% | +19.6% | +37.3% |
| 6M | -37.2% | +35.5% | -72.6% | +8.6% |
| All | -37.2% | +34.4% | -71.6% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling