-60.3%
TSLL vs BAH
+2.0%
-62.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.2% | -23.0% | -22.2% |
| 7D | -28.9% | +6.0% | -34.9% | -30.2% |
| 30D | -21.4% | +31.1% | -52.5% | -27.4% |
| 3M | +5.0% | +25.2% | -20.2% | -1.7% |
| 6M | -36.6% | +18.9% | -55.5% | -40.2% |
| YTD | -56.6% | +8.3% | -65.0% | -58.2% |
| 1Y | -60.9% | +6.2% | -67.1% | -62.3% |
| 3Y | -25.2% | -22.8% | -2.5% | -15.9% |
| All | -60.3% | +2.0% | -62.3% | -61.7% |
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