-60.3%
TSLL vs TSN
-13.5%
-46.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.1% | -22.0% | -21.9% |
| 7D | -28.9% | +6.9% | -35.7% | -29.7% |
| 30D | -21.4% | +15.7% | -37.1% | -23.5% |
| 3M | +5.0% | +4.3% | +0.7% | +4.0% |
| 6M | -36.6% | -10.6% | -26.0% | -34.8% |
| YTD | -56.6% | +5.2% | -61.9% | -57.8% |
| 1Y | -60.9% | +18.7% | -79.5% | -63.4% |
| 3Y | -25.2% | +41.8% | -67.0% | -40.3% |
| All | -60.3% | -13.5% | -46.8% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling