-51.7%
TSLL vs BAX
-51.6%
-0.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | +3.6% | -14.7% | -12.0% |
| 30D | -5.3% | +8.5% | -13.8% | -8.5% |
| 3M | +20.8% | -4.9% | +25.7% | +22.6% |
| 6M | -36.0% | +47.0% | -83.0% | -46.3% |
| YTD | -47.3% | +38.4% | -85.7% | -55.4% |
| 1Y | -48.4% | +49.1% | -97.6% | -58.1% |
| 3Y | -5.4% | -14.9% | +9.4% | -4.7% |
| All | -51.7% | -51.6% | -0.1% | -38.0% |
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