-55.4%
TSLL vs BAX
-52.7%
-2.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.9% | -12.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | +17.8% | -5.5% | +23.2% | +20.4% |
| 3M | -37.0% | +33.5% | -70.5% | -44.6% |
| 6M | -37.7% | +35.9% | -73.5% | -45.8% |
| YTD | -51.4% | +35.4% | -86.7% | -58.3% |
| 1Y | -23.4% | +9.8% | -33.1% | -28.1% |
| 3Y | -30.8% | -32.7% | +1.9% | -23.9% |
| All | -55.4% | -52.7% | -2.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling