-52.1%
TSLL vs BBWI
-35.7%
-16.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +9.9% |
| 7D | -14.3% | -6.2% | -8.1% | -11.0% |
| 30D | -6.2% | +25.5% | -31.6% | -17.1% |
| 3M | +21.2% | +8.0% | +13.2% | +13.6% |
| 6M | -36.6% | +12.7% | -49.3% | -41.9% |
| YTD | -47.8% | +11.6% | -59.4% | -53.5% |
| 1Y | -45.2% | -0.9% | -44.3% | -49.4% |
| 3Y | -3.3% | -22.7% | +19.4% | +4.7% |
| All | -52.1% | -35.7% | -16.4% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling