-18.4%
TSLL vs TT
+89.7%
-108.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.3% | +5.9% |
| 7D | -21.2% | -2.0% | -19.2% | -18.3% |
| 30D | -13.3% | -14.0% | +0.7% | +4.4% |
| 3M | +15.4% | -15.9% | +31.3% | +41.8% |
| 6M | -34.2% | -17.3% | -16.9% | -17.9% |
| YTD | -52.9% | +4.0% | -56.9% | -56.7% |
| 1Y | -54.3% | -7.1% | -47.2% | -51.2% |
| 3Y | -18.4% | +90.2% | -108.6% | -45.9% |
| All | -18.4% | +89.7% | -108.1% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling