-5.9%
TSLL vs TTMI
+454.2%
-460.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.0% | -3.2% | +0.6% |
| 7D | +0.5% | +7.2% | -6.8% | -2.5% |
| 30D | +2.7% | -28.7% | +31.3% | +20.1% |
| 3M | +26.3% | -39.8% | +66.1% | +57.9% |
| 6M | -37.2% | -51.7% | +14.5% | -12.0% |
| YTD | -44.2% | +14.1% | -58.3% | -64.0% |
| 1Y | -44.0% | +16.0% | -59.9% | -66.0% |
| All | -5.9% | +454.2% | -460.1% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling