-33.0%
TSLL vs BAH
+5.1%
-38.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | +17.8% | +1.7% | +16.1% | +17.9% |
| 30D | +8.2% | +20.8% | -12.5% | +8.8% |
| 3M | +20.9% | +11.6% | +9.3% | +21.1% |
| 6M | -37.5% | +23.1% | -60.6% | -35.8% |
| YTD | -44.5% | +5.3% | -49.8% | -38.6% |
| 1Y | -33.0% | +6.1% | -39.1% | -26.8% |
| All | -33.0% | +5.1% | -38.0% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling