+921.3%
BE vs TSLL
-57.4%
+978.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -11.8% | +19.2% | +10.1% |
| 7D | +20.0% | +1.9% | +18.1% | +18.6% |
| 30D | +7.9% | +17.8% | -9.8% | +2.3% |
| 3M | -13.2% | -37.0% | +23.8% | -5.9% |
| 6M | +53.5% | -37.7% | +91.1% | +65.3% |
| YTD | +191.0% | -51.4% | +242.4% | +229.6% |
| 1Y | +360.5% | -23.4% | +383.9% | +372.9% |
| 3Y | +1,568.0% | -30.8% | +1,598.8% | +1,253.4% |
| All | +921.3% | -57.4% | +978.7% | +923.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling