-48.9%
TSLL vs BB
+37.8%
-86.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +4.2% |
| 7D | +0.5% | +7.3% | -6.8% | -2.4% |
| 30D | +2.7% | +11.2% | -8.6% | -3.2% |
| 3M | +26.3% | +4.7% | +21.6% | +21.4% |
| 6M | -37.2% | +51.1% | -88.3% | -51.6% |
| YTD | -44.2% | +148.0% | -192.3% | -68.3% |
| 1Y | -44.0% | +106.1% | -150.1% | -64.8% |
| 3Y | 0.0% | +158.2% | -158.2% | -48.4% |
| All | -48.9% | +37.8% | -86.7% | -61.7% |
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