-1.4%
BAC vs TSLL
-39.8%
+38.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.2% |
| 7D | +3.2% | +17.8% | -14.6% | +2.5% |
| 30D | -0.7% | +8.2% | -9.0% | -1.2% |
| 3M | -20.0% | +20.9% | -40.9% | -20.8% |
| 6M | +3.4% | -37.5% | +40.9% | +4.6% |
| YTD | -5.7% | -44.5% | +38.8% | -5.3% |
| 1Y | -1.4% | -33.0% | +31.5% | -2.9% |
| All | -1.4% | -39.8% | +38.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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