-46.0%
TSLL vs BBY
+33.0%
-79.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.0% | -14.3% | -6.8% |
| 7D | -9.4% | +4.5% | -14.0% | -9.6% |
| 30D | +1.6% | +16.0% | -14.4% | -0.2% |
| 3M | +29.4% | +18.6% | +10.8% | +26.4% |
| 6M | -20.1% | +80.1% | -100.2% | -26.8% |
| YTD | -44.5% | +57.4% | -101.9% | -48.3% |
| 1Y | -46.0% | +34.5% | -80.5% | -45.6% |
| All | -46.0% | +33.0% | -79.0% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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