-49.1%
TSLL vs BAX
-52.7%
+3.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +17.8% | +0.1% | +17.8% | +17.8% |
| 30D | +8.2% | +4.1% | +4.2% | +6.2% |
| 3M | +20.9% | -4.5% | +25.4% | +22.4% |
| 6M | -37.5% | +49.2% | -86.7% | -47.9% |
| YTD | -44.5% | +35.2% | -79.7% | -52.6% |
| 1Y | -33.0% | +38.3% | -71.2% | -43.6% |
| 3Y | -6.4% | -19.0% | +12.7% | -3.9% |
| All | -49.1% | -52.7% | +3.6% | -34.2% |
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 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