-52.1%
TSLL vs BAX
-51.6%
-0.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +10.0% |
| 7D | -14.3% | +9.0% | -23.4% | -16.9% |
| 30D | -6.2% | +8.5% | -14.6% | -9.3% |
| 3M | +21.2% | -4.1% | +25.3% | +22.6% |
| 6M | -36.6% | +46.9% | -83.5% | -46.8% |
| YTD | -47.8% | +38.4% | -86.2% | -55.8% |
| 1Y | -45.2% | +47.0% | -92.2% | -55.2% |
| 3Y | -3.3% | -14.9% | +11.7% | -2.5% |
| All | -52.1% | -51.6% | -0.5% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling