-55.4%
TSLL vs TT
+203.9%
-259.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.5% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +17.8% | -7.4% | +25.1% | +27.4% |
| 3M | -37.0% | -3.2% | -33.8% | -35.3% |
| 6M | -37.7% | +1.1% | -38.8% | -39.1% |
| YTD | -51.4% | +15.6% | -67.0% | -59.8% |
| 1Y | -23.4% | +9.2% | -32.5% | -33.2% |
| 3Y | -30.8% | +124.4% | -155.2% | -68.7% |
| All | -55.4% | +203.9% | -259.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling