-35.3%
TSLL vs BBAI
+63.1%
-98.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.0% | -9.8% | -11.3% |
| 7D | +1.9% | -4.3% | +6.2% | +3.3% |
| 30D | +17.8% | -3.6% | +21.4% | +19.5% |
| 3M | -37.0% | -38.8% | +1.8% | -27.6% |
| 6M | -37.7% | -23.8% | -13.9% | -32.7% |
| YTD | -51.4% | -45.9% | -5.4% | -43.7% |
| 1Y | -23.4% | -40.8% | +17.4% | -15.1% |
| All | -35.3% | +63.1% | -98.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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