-52.1%
TSLL vs BB
+35.2%
-87.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.5% | +5.4% | +7.9% |
| 7D | -14.3% | +15.0% | -29.3% | -20.2% |
| 30D | -6.2% | +3.5% | -9.6% | -8.1% |
| 3M | +21.2% | +2.7% | +18.5% | +17.7% |
| 6M | -36.6% | +44.7% | -81.3% | -50.1% |
| YTD | -47.8% | +143.3% | -191.0% | -70.0% |
| 1Y | -45.2% | +102.2% | -147.4% | -65.2% |
| 3Y | -3.3% | +156.1% | -159.4% | -50.0% |
| All | -52.1% | +35.2% | -87.3% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling