-60.9%
TSLL vs TYL
-8.4%
-52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.7% | -23.6% | -21.5% |
| 7D | -28.9% | +15.1% | -44.0% | -26.3% |
| 30D | -21.4% | +30.1% | -51.5% | -16.3% |
| 3M | +5.0% | +40.4% | -35.4% | +14.4% |
| 6M | -36.6% | +31.3% | -67.8% | -29.6% |
| YTD | -56.6% | -5.2% | -51.5% | -49.6% |
| 1Y | -60.9% | -6.6% | -54.3% | -54.6% |
| All | -60.9% | -8.4% | -52.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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