-35.3%
TSLL vs BB
+38.2%
-73.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -5.6% | +7.5% | +5.0% |
| 30D | +17.8% | -11.8% | +29.6% | +25.3% |
| 3M | -37.0% | -25.5% | -11.5% | -26.9% |
| 6M | -37.7% | +121.3% | -158.9% | -59.9% |
| YTD | -51.4% | +103.2% | -154.5% | -67.2% |
| 1Y | -23.4% | +102.6% | -126.0% | -48.3% |
| All | -35.3% | +38.2% | -73.6% | -53.3% |
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