-48.9%
TSLL vs BBWI
-1.7%
-47.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.3% |
| 7D | -14.3% | -6.2% | -8.1% | -12.3% |
| 30D | -6.2% | +25.5% | -31.6% | -12.0% |
| 3M | +21.2% | +8.0% | +13.2% | +18.0% |
| 6M | -36.6% | +12.7% | -49.3% | -39.2% |
| YTD | -47.8% | +11.6% | -59.4% | -49.3% |
| All | -48.9% | -1.7% | -47.2% | -49.7% |
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