-51.7%
TSLL vs TSN
-13.2%
-38.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -11.0% | +5.8% | -16.9% | -11.9% |
| 30D | -5.3% | +12.8% | -18.1% | -7.4% |
| 3M | +20.8% | +6.5% | +14.4% | +19.2% |
| 6M | -36.0% | -10.3% | -25.7% | -34.3% |
| YTD | -47.3% | +5.5% | -52.8% | -48.8% |
| 1Y | -48.4% | +15.8% | -64.2% | -51.5% |
| 3Y | -5.4% | +42.5% | -48.0% | -24.7% |
| All | -51.7% | -13.2% | -38.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling