-46.0%
TSLL vs BAX
+46.0%
-92.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -6.9% |
| 7D | -9.4% | +4.1% | -13.5% | -10.2% |
| 30D | +1.6% | +9.4% | -7.8% | -0.4% |
| 3M | +29.4% | -6.5% | +35.9% | +31.5% |
| 6M | -20.1% | +59.6% | -79.7% | -28.9% |
| YTD | -44.5% | +38.9% | -83.4% | -46.9% |
| 1Y | -46.0% | +48.0% | -94.0% | -46.2% |
| All | -46.0% | +46.0% | -92.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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