+599.7%
BE vs TSLL
-58.7%
+658.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -15.1% | +1.6% | -9.8% |
| 7D | -14.7% | -21.2% | +6.5% | -9.5% |
| 30D | -40.5% | -13.3% | -27.2% | -38.1% |
| 3M | -24.3% | +15.4% | -39.7% | -27.5% |
| 6M | -39.3% | -34.2% | -5.1% | -34.5% |
| YTD | +99.4% | -52.9% | +152.3% | +129.0% |
| 1Y | +26.6% | -54.3% | +80.9% | +46.2% |
| 3Y | +1,616.9% | -18.4% | +1,635.3% | +1,248.6% |
| All | +599.7% | -58.7% | +658.4% | +610.5% |
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