-36.6%
TSLL vs TT
-19.6%
-16.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.4% | -17.5% | -17.0% |
| 7D | -28.9% | -9.0% | -19.9% | -20.9% |
| 30D | -21.4% | -17.6% | -3.8% | -3.8% |
| 3M | +5.0% | -18.7% | +23.6% | +30.5% |
| 6M | -36.6% | -17.4% | -19.1% | -22.7% |
| All | -36.6% | -19.6% | -16.9% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling