-3.3%
TSLL vs BBAI
+59.1%
-62.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.4% | +0.5% | +8.0% |
| 7D | -14.3% | -5.0% | -9.3% | -12.4% |
| 30D | -6.2% | +2.5% | -8.7% | -6.4% |
| 3M | +21.2% | -25.1% | +46.3% | +32.0% |
| 6M | -36.6% | -41.4% | +4.8% | -26.1% |
| YTD | -47.8% | -54.6% | +6.9% | -36.4% |
| 1Y | -45.2% | -56.9% | +11.6% | -33.4% |
| 3Y | -3.3% | +59.1% | -62.3% | -31.0% |
| All | -3.3% | +59.1% | -62.3% | -31.0% |
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