+746.0%
BE vs TSLL
-51.1%
+797.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.8% | +7.2% | +11.5% |
| 7D | +4.5% | +0.5% | +4.0% | +4.7% |
| 30D | -20.1% | +2.7% | -22.8% | -20.2% |
| 3M | -0.8% | +26.3% | -27.1% | -6.8% |
| 6M | -26.2% | -37.2% | +11.0% | -19.6% |
| YTD | +141.1% | -44.2% | +185.3% | +166.0% |
| 1Y | +64.8% | -44.0% | +108.8% | +81.6% |
| 3Y | +1,887.4% | 0.0% | +1,887.4% | +1,390.9% |
| All | +746.0% | -51.1% | +797.1% | +725.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling