-46.0%
TSLL vs BBWI
+2.4%
-48.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -7.4% |
| 7D | -9.4% | +8.8% | -18.2% | -11.6% |
| 30D | +1.6% | +34.8% | -33.3% | -7.2% |
| 3M | +29.4% | +12.9% | +16.5% | +24.0% |
| 6M | -20.1% | +29.6% | -49.7% | -26.5% |
| YTD | -44.5% | +20.8% | -65.3% | -47.6% |
| 1Y | -46.0% | +4.1% | -50.1% | -47.3% |
| All | -46.0% | +2.4% | -48.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling