+96.7%
BAC vs TSLL
-2.4%
+99.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.2% |
| 7D | +2.1% | -11.0% | +13.1% | +2.6% |
| 30D | -6.7% | -5.3% | -1.4% | -6.7% |
| 3M | -20.2% | +20.8% | -41.1% | -21.8% |
| 6M | -0.2% | -36.0% | +35.8% | +0.9% |
| YTD | -6.4% | -47.3% | +40.9% | -4.7% |
| 1Y | -3.1% | -48.4% | +45.3% | -1.5% |
| 3Y | +96.7% | -5.4% | +102.2% | +87.1% |
| All | +96.7% | -2.4% | +99.1% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling