-24.9%
TSLL vs BAX
-20.4%
-4.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -20.6% |
| 7D | -28.9% | +9.1% | -38.0% | -31.2% |
| 30D | -21.4% | +5.3% | -26.7% | -23.3% |
| 3M | +5.0% | -6.1% | +11.1% | +7.2% |
| 6M | -36.6% | +53.3% | -89.8% | -48.4% |
| YTD | -56.6% | +34.4% | -91.1% | -63.3% |
| 1Y | -60.9% | +43.2% | -104.0% | -68.1% |
| All | -24.9% | -20.4% | -4.5% | -30.2% |
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 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