-48.9%
TSLL vs TSN
+11.8%
-60.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +11.0% |
| 7D | -14.3% | +4.9% | -19.2% | -13.2% |
| 30D | -6.2% | +12.1% | -18.2% | -3.8% |
| 3M | +21.2% | +4.1% | +17.1% | +22.4% |
| 6M | -36.6% | -10.9% | -25.7% | -34.8% |
| YTD | -47.8% | +4.8% | -52.6% | -50.0% |
| All | -48.9% | +11.8% | -60.8% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling