-60.3%
TSLL vs TTMI
+287.7%
-347.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -13.4% |
| 7D | -28.9% | -29.0% | +0.1% | -13.7% |
| 30D | -21.4% | -53.1% | +31.7% | +15.6% |
| 3M | +5.0% | -52.6% | +57.6% | +48.9% |
| 6M | -36.6% | -61.0% | +24.4% | -1.2% |
| YTD | -56.6% | -9.8% | -46.8% | -65.6% |
| 1Y | -60.9% | -11.2% | -49.7% | -69.4% |
| 3Y | -25.2% | +325.0% | -350.2% | -81.4% |
| All | -60.3% | +287.7% | -347.9% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling