-46.0%
TSLL vs BB
+88.0%
-134.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.0% | -13.3% | -9.3% |
| 7D | -9.4% | -6.8% | -2.6% | -7.0% |
| 30D | +1.6% | -3.5% | +5.1% | +2.3% |
| 3M | +29.4% | -1.2% | +30.6% | +28.1% |
| 6M | -20.1% | +57.0% | -77.1% | -31.7% |
| YTD | -44.5% | +131.1% | -175.6% | -62.4% |
| 1Y | -46.0% | +87.6% | -133.6% | -56.8% |
| All | -46.0% | +88.0% | -134.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling