-60.3%
TSLL vs BB
+22.7%
-83.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -19.5% |
| 7D | -28.9% | -8.9% | -20.0% | -25.4% |
| 30D | -21.4% | -12.6% | -8.8% | -16.1% |
| 3M | +5.0% | -4.1% | +9.1% | +5.6% |
| 6M | -36.6% | +49.5% | -86.0% | -51.1% |
| YTD | -56.6% | +120.8% | -177.5% | -73.9% |
| 1Y | -60.9% | +76.2% | -137.1% | -73.2% |
| 3Y | -25.2% | +123.8% | -149.0% | -58.3% |
| All | -60.3% | +22.7% | -83.0% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling