-52.7%
TSLL vs TTWO
+77.9%
-130.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.5% |
| 7D | +6.1% | +0.4% | +5.8% | +5.6% |
| 30D | +20.6% | -11.3% | +32.0% | +31.3% |
| 3M | -25.4% | +1.6% | -27.0% | -28.3% |
| 6M | -34.2% | +2.1% | -36.3% | -38.1% |
| YTD | -48.4% | -15.8% | -32.6% | -42.7% |
| 1Y | -30.8% | -12.6% | -18.2% | -25.7% |
| 3Y | -37.4% | +48.2% | -85.6% | -57.8% |
| All | -52.7% | +77.9% | -130.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling