-60.3%
TSLL vs TT
+166.3%
-226.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.4% | -17.5% | -17.1% |
| 7D | -28.9% | -9.0% | -19.9% | -20.6% |
| 30D | -21.4% | -17.6% | -3.8% | -2.2% |
| 3M | +5.0% | -18.7% | +23.6% | +31.9% |
| 6M | -36.6% | -17.4% | -19.1% | -21.8% |
| YTD | -56.6% | +1.5% | -58.2% | -58.4% |
| 1Y | -60.9% | -9.4% | -51.5% | -57.1% |
| 3Y | -25.2% | +85.1% | -110.3% | -58.3% |
| All | -60.3% | +166.3% | -226.5% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling