-55.4%
TSLL vs TTMI
+682.6%
-738.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.8% | -20.7% | -16.9% |
| 7D | +1.9% | +5.9% | -4.0% | -2.3% |
| 30D | +17.8% | -4.3% | +22.1% | +17.3% |
| 3M | -37.0% | -32.0% | -5.0% | -24.0% |
| 6M | -37.7% | +19.5% | -57.1% | -50.3% |
| YTD | -51.4% | +82.0% | -133.4% | -72.9% |
| 1Y | -23.4% | +172.6% | -196.0% | -70.3% |
| 3Y | -30.8% | +744.7% | -775.4% | -87.9% |
| All | -55.4% | +682.6% | -738.0% | -92.2% |
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