-52.0%
TSLL vs TTWO
+74.3%
-126.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | +5.1% | -2.3% | +7.4% | +7.0% |
| 30D | +20.0% | -16.7% | +36.7% | +37.8% |
| 3M | -23.8% | -0.4% | -23.3% | -25.3% |
| 6M | -30.3% | -1.6% | -28.7% | -32.3% |
| YTD | -47.7% | -17.5% | -30.1% | -40.8% |
| 1Y | -21.2% | -14.8% | -6.4% | -13.4% |
| 3Y | -26.9% | +47.9% | -74.8% | -50.5% |
| All | -52.0% | +74.3% | -126.3% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling