-23.4%
TSLL vs BBWI
-34.3%
+10.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.7% | -12.7% |
| 7D | +1.9% | +1.5% | +0.4% | +1.4% |
| 30D | +17.8% | -5.2% | +23.0% | +19.3% |
| 3M | -37.0% | +11.1% | -48.1% | -38.8% |
| 6M | -37.7% | -13.4% | -24.3% | -36.2% |
| YTD | -51.4% | +0.1% | -51.5% | -51.3% |
| 1Y | -23.4% | -36.1% | +12.8% | -23.9% |
| All | -23.4% | -34.3% | +10.9% | -23.9% |
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