-36.6%
TSLL vs BBWI
+21.4%
-58.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.2% | -15.7% | -19.2% |
| 7D | -28.9% | -3.1% | -25.8% | -27.3% |
| 30D | -21.4% | +23.1% | -44.6% | -27.5% |
| 3M | +5.0% | +7.3% | -2.3% | +3.8% |
| 6M | -36.6% | +22.6% | -59.2% | -43.6% |
| All | -36.6% | +21.4% | -58.0% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling