-56.8%
TSLL vs BAH
-2.5%
-54.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.4% | +13.1% | +9.8% |
| 7D | -21.2% | -3.5% | -17.7% | -20.7% |
| 30D | -13.3% | +24.3% | -37.6% | -18.9% |
| 3M | +15.4% | +16.3% | -0.9% | +10.1% |
| 6M | -34.2% | +13.6% | -47.8% | -37.3% |
| YTD | -52.9% | +3.5% | -56.4% | -54.1% |
| 1Y | -54.3% | +2.7% | -57.0% | -55.8% |
| 3Y | -18.4% | -26.6% | +8.2% | -7.0% |
| All | -56.8% | -2.5% | -54.3% | -58.0% |
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