-23.4%
TSLL vs TT
+10.3%
-33.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +17.8% | -7.4% | +25.1% | +23.4% |
| 3M | -37.0% | -3.2% | -33.8% | -35.6% |
| 6M | -37.7% | +1.1% | -38.8% | -38.7% |
| YTD | -51.4% | +15.6% | -67.0% | -52.3% |
| 1Y | -23.4% | +9.2% | -32.5% | -18.1% |
| All | -23.4% | +10.3% | -33.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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