-51.7%
TSLL vs BAH
-0.1%
-51.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -11.0% | +0.5% | -11.5% | -11.4% |
| 30D | -5.3% | +18.2% | -23.5% | -10.0% |
| 3M | +20.8% | +13.1% | +7.7% | +16.2% |
| 6M | -36.0% | +15.2% | -51.2% | -39.2% |
| YTD | -47.3% | +6.0% | -53.3% | -48.9% |
| 1Y | -48.4% | +3.1% | -51.5% | -49.9% |
| 3Y | -5.4% | -26.2% | +20.8% | +7.9% |
| All | -51.7% | -0.1% | -51.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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