-39.7%
TSLL vs BAX
+40.9%
-80.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.9% |
| 7D | +33.0% | +0.4% | +32.6% | +32.9% |
| 30D | +7.7% | +3.4% | +4.3% | +7.0% |
| 3M | +34.7% | -4.5% | +39.2% | +36.2% |
| 6M | -31.5% | +44.0% | -75.5% | -37.8% |
| YTD | -42.4% | +34.9% | -77.2% | -45.5% |
| 1Y | -39.7% | +37.9% | -77.6% | -42.6% |
| All | -39.7% | +40.9% | -80.6% | -42.6% |
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 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