-54.3%
TSLL vs BAX
+44.0%
-98.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.5% |
| 7D | -21.2% | +12.1% | -33.3% | -22.7% |
| 30D | -13.3% | +7.6% | -20.9% | -14.6% |
| 3M | +15.4% | -4.5% | +19.9% | +16.7% |
| 6M | -34.2% | +52.0% | -86.3% | -40.7% |
| YTD | -52.9% | +35.1% | -88.0% | -54.6% |
| 1Y | -54.3% | +43.7% | -98.1% | -54.2% |
| All | -54.3% | +44.0% | -98.4% | -54.2% |
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