-52.1%
TSLL vs TTWO
+71.2%
-123.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.5% | +14.4% | +13.4% |
| 7D | -14.3% | +8.0% | -22.3% | -20.4% |
| 30D | -6.2% | -2.8% | -3.3% | -5.7% |
| 3M | +21.2% | -15.9% | +37.1% | +34.4% |
| 6M | -36.6% | -5.9% | -30.7% | -37.4% |
| YTD | -47.8% | -19.0% | -28.8% | -41.6% |
| 1Y | -45.2% | -10.6% | -34.6% | -44.1% |
| 3Y | -3.3% | +41.7% | -45.0% | -33.9% |
| All | -52.1% | +71.2% | -123.3% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling