+26.6%
BE vs TSLL
-57.5%
+84.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.6% | -5.2% | -0.5% |
| 7D | -14.7% | -21.2% | +6.5% | -5.4% |
| 30D | -40.5% | -13.3% | -27.2% | -36.4% |
| 3M | -24.3% | +15.4% | -39.7% | -30.7% |
| 6M | -39.3% | -34.2% | -5.1% | -31.0% |
| YTD | +99.4% | -52.9% | +152.3% | +156.9% |
| 1Y | +26.6% | -54.3% | +80.9% | +63.5% |
| All | +26.6% | -57.5% | +84.1% | +63.5% |
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 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