+105.7%
BAC vs TSLL
-57.4%
+163.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.8% | +11.8% | +0.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -0.4% | +17.8% | -18.2% | -2.0% |
| 3M | +16.9% | -37.0% | +53.9% | +19.3% |
| 6M | +26.6% | -37.7% | +64.3% | +28.5% |
| YTD | +15.8% | -51.4% | +67.2% | +19.5% |
| 1Y | +27.2% | -23.4% | +50.5% | +24.8% |
| 3Y | +132.4% | -30.8% | +163.2% | +108.9% |
| All | +105.7% | -57.4% | +163.0% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling