-6.4%
TSLL vs TSN
+41.9%
-48.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.8% |
| 7D | +17.8% | -1.4% | +19.3% | +17.7% |
| 30D | +8.2% | +8.5% | -0.2% | +8.9% |
| 3M | +20.9% | +5.3% | +15.6% | +21.3% |
| 6M | -37.5% | -10.5% | -27.0% | -36.9% |
| YTD | -44.5% | +3.0% | -47.5% | -44.7% |
| 1Y | -33.0% | +12.1% | -45.1% | -33.9% |
| 3Y | -6.4% | +43.1% | -49.5% | -22.2% |
| All | -6.4% | +41.9% | -48.3% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling