-55.4%
TSLL vs TSN
-26.0%
-29.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.2% | -11.7% |
| 7D | +1.9% | -6.3% | +8.2% | +2.8% |
| 30D | +17.8% | -10.8% | +28.6% | +20.0% |
| 3M | -37.0% | -8.8% | -28.3% | -36.4% |
| 6M | -37.7% | -16.8% | -20.9% | -35.9% |
| YTD | -51.4% | -10.0% | -41.4% | -51.3% |
| 1Y | -23.4% | -5.3% | -18.1% | -24.8% |
| 3Y | -30.8% | +8.5% | -39.3% | -39.1% |
| All | -55.4% | -26.0% | -29.4% | -41.0% |
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