-23.4%
TSLL vs TTWO
-10.0%
-13.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.0% |
| 7D | +1.9% | -8.8% | +10.7% | +5.5% |
| 30D | +17.8% | -8.6% | +26.4% | +21.6% |
| 3M | -37.0% | -0.9% | -36.1% | -37.6% |
| 6M | -37.7% | -0.5% | -37.2% | -39.8% |
| YTD | -51.4% | -16.1% | -35.2% | -46.6% |
| 1Y | -23.4% | -10.8% | -12.6% | -14.7% |
| All | -23.4% | -10.0% | -13.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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