-56.8%
TSLL vs BBWI
-36.9%
-20.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +11.9% | +10.4% |
| 7D | -21.2% | -6.2% | -15.0% | -18.2% |
| 30D | -13.3% | +19.9% | -33.2% | -21.7% |
| 3M | +15.4% | +7.1% | +8.2% | +8.5% |
| 6M | -34.2% | +13.7% | -47.9% | -40.1% |
| YTD | -52.9% | +9.6% | -62.5% | -57.7% |
| 1Y | -54.3% | -1.6% | -52.7% | -57.8% |
| 3Y | -18.4% | -25.9% | +7.5% | -9.8% |
| All | -56.8% | -36.9% | -20.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling