-18.4%
TSLL vs BBAI
+47.0%
-65.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -14.6% | -6.6% | -17.1% |
| 30D | -13.3% | -11.6% | -1.7% | -10.1% |
| 3M | +15.4% | -26.2% | +41.6% | +26.3% |
| 6M | -34.2% | -49.2% | +15.0% | -20.5% |
| YTD | -52.9% | -58.9% | +6.0% | -41.1% |
| 1Y | -54.3% | -60.8% | +6.4% | -43.0% |
| 3Y | -18.4% | +51.0% | -69.4% | -40.3% |
| All | -18.4% | +47.0% | -65.4% | -40.3% |
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