-56.8%
TSLL vs BB
+28.2%
-85.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.4% | +4.2% | +6.2% |
| 7D | -21.2% | +3.8% | -25.0% | -22.7% |
| 30D | -13.3% | -0.3% | -13.0% | -13.5% |
| 3M | +15.4% | -0.5% | +15.8% | +13.8% |
| 6M | -34.2% | +45.9% | -80.1% | -48.5% |
| YTD | -52.9% | +130.6% | -183.5% | -72.2% |
| 1Y | -54.3% | +89.2% | -143.5% | -70.0% |
| 3Y | -18.4% | +137.5% | -155.9% | -55.9% |
| All | -56.8% | +28.2% | -85.0% | -66.4% |
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