-52.1%
TSLL vs BAH
-1.0%
-51.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.5% |
| 7D | -14.3% | -1.5% | -12.8% | -14.2% |
| 30D | -6.2% | +17.3% | -23.4% | -10.6% |
| 3M | +21.2% | +14.9% | +6.3% | +16.1% |
| 6M | -36.6% | +14.2% | -50.8% | -39.6% |
| YTD | -47.8% | +5.1% | -52.9% | -49.3% |
| 1Y | -45.2% | +2.1% | -47.3% | -46.6% |
| 3Y | -3.3% | -26.0% | +22.7% | +10.2% |
| All | -52.1% | -1.0% | -51.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling