-24.9%
TSLL vs BB
+122.6%
-147.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -19.6% |
| 7D | -28.9% | -8.9% | -20.0% | -25.6% |
| 30D | -21.4% | -12.6% | -8.8% | -16.4% |
| 3M | +5.0% | -4.1% | +9.1% | +5.7% |
| 6M | -36.6% | +49.5% | -86.0% | -49.7% |
| YTD | -56.6% | +120.8% | -177.5% | -72.7% |
| 1Y | -60.9% | +76.2% | -137.1% | -72.3% |
| All | -24.9% | +122.6% | -147.5% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling