-18.4%
TSLL vs TTMI
+355.9%
-374.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.9% | +1.7% | +4.6% |
| 7D | -21.2% | -19.8% | -1.4% | -10.2% |
| 30D | -13.3% | -48.1% | +34.8% | +22.0% |
| 3M | +15.4% | -51.2% | +66.6% | +63.5% |
| 6M | -34.2% | -59.6% | +25.4% | +2.2% |
| YTD | -52.9% | -3.6% | -49.3% | -66.4% |
| 1Y | -54.3% | -2.3% | -52.0% | -69.2% |
| 3Y | -18.4% | +369.4% | -387.7% | -87.4% |
| All | -18.4% | +355.9% | -374.2% | -87.4% |
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