-55.4%
TSLL vs TRV
+146.8%
-202.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +17.8% | -3.4% | +21.2% | +18.9% |
| 3M | -37.0% | +26.4% | -63.4% | -43.1% |
| 6M | -37.7% | +19.3% | -57.0% | -42.4% |
| YTD | -51.4% | +28.3% | -79.7% | -56.8% |
| 1Y | -23.4% | +34.3% | -57.6% | -34.0% |
| 3Y | -30.8% | +140.1% | -170.9% | -51.5% |
| All | -55.4% | +146.8% | -202.3% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling