-18.4%
TSLL vs BAX
-19.9%
+1.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | -21.2% | +12.1% | -33.3% | -24.6% |
| 30D | -13.3% | +7.6% | -20.9% | -16.1% |
| 3M | +15.4% | -4.5% | +19.9% | +17.0% |
| 6M | -34.2% | +52.0% | -86.3% | -46.3% |
| YTD | -52.9% | +35.1% | -88.0% | -60.2% |
| 1Y | -54.3% | +43.7% | -98.1% | -62.9% |
| 3Y | -18.4% | -20.9% | +2.6% | -24.3% |
| All | -18.4% | -19.9% | +1.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling