-56.8%
TSLL vs BBAI
-18.1%
-38.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | -14.6% | -6.6% | -19.9% |
| 30D | -13.3% | -11.6% | -1.7% | -12.2% |
| 3M | +15.4% | -26.2% | +41.6% | +18.8% |
| 6M | -34.2% | -49.2% | +15.0% | -30.1% |
| YTD | -52.9% | -58.9% | +6.0% | -49.4% |
| 1Y | -54.3% | -60.8% | +6.4% | -50.9% |
| 3Y | -18.4% | +51.0% | -69.4% | -18.7% |
| All | -56.8% | -18.1% | -38.8% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling