+5.0%
TSLL vs BB
-5.0%
+10.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -19.8% |
| 7D | -28.9% | -8.9% | -20.0% | -25.4% |
| 30D | -21.4% | -12.6% | -8.8% | -16.3% |
| 3M | +5.0% | -4.1% | +9.1% | +7.7% |
| All | +5.0% | -5.0% | +10.0% | +7.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling