-18.4%
TSLL vs BB
+132.4%
-150.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +6.4% |
| 7D | -21.2% | +3.8% | -25.0% | -22.6% |
| 30D | -13.3% | -0.3% | -13.0% | -13.4% |
| 3M | +15.4% | -0.5% | +15.8% | +14.1% |
| 6M | -34.2% | +45.9% | -80.1% | -47.1% |
| YTD | -52.9% | +130.6% | -183.5% | -71.0% |
| 1Y | -54.3% | +89.2% | -143.5% | -68.8% |
| 3Y | -18.4% | +137.5% | -155.9% | -55.7% |
| All | -18.4% | +132.4% | -150.8% | -55.7% |
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 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