-33.0%
TSLL vs BB
+99.6%
-132.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.6% |
| 7D | +17.8% | +1.8% | +16.0% | +17.0% |
| 30D | +8.2% | +8.1% | +0.1% | +4.9% |
| 3M | +20.9% | -1.0% | +21.9% | +20.3% |
| 6M | -37.5% | +45.9% | -83.4% | -42.6% |
| YTD | -44.5% | +134.8% | -179.3% | -59.3% |
| 1Y | -33.0% | +104.6% | -137.6% | -49.0% |
| All | -33.0% | +99.6% | -132.5% | -49.0% |
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