-47.0%
TSLL vs TTMI
+5.4%
-52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.5% |
| 7D | -11.0% | -11.5% | +0.5% | -6.6% |
| 30D | -5.3% | -40.3% | +35.0% | +11.0% |
| 3M | +20.8% | -44.5% | +65.3% | +43.3% |
| 6M | -36.0% | -54.1% | +18.1% | -18.5% |
| YTD | -47.3% | +4.7% | -52.0% | -49.6% |
| All | -47.0% | +5.4% | -52.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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