-55.4%
TSLL vs BAH
-16.8%
-38.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.4% | -11.4% |
| 7D | +1.9% | -3.2% | +5.1% | +3.0% |
| 30D | +17.8% | +2.0% | +15.8% | +17.5% |
| 3M | -37.0% | -7.6% | -29.4% | -35.2% |
| 6M | -37.7% | -5.7% | -32.0% | -37.3% |
| YTD | -51.4% | -11.7% | -39.6% | -50.1% |
| 1Y | -23.4% | -27.4% | +4.0% | -15.0% |
| 3Y | -30.8% | -32.5% | +1.8% | -19.0% |
| All | -55.4% | -16.8% | -38.6% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling