-41.2%
TSLL vs TTWO
-6.3%
-34.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.5% | +14.4% | +10.1% |
| 7D | -14.3% | +8.0% | -22.3% | -13.6% |
| 30D | -6.2% | -2.8% | -3.3% | -5.7% |
| 3M | +21.2% | -15.9% | +37.1% | +22.5% |
| All | -41.2% | -6.3% | -34.8% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling