-52.1%
TSLL vs BBY
+68.1%
-120.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.7% | +4.2% | +6.7% |
| 7D | -14.3% | +10.5% | -24.9% | -19.6% |
| 30D | -6.2% | +22.1% | -28.3% | -18.4% |
| 3M | +21.2% | +31.0% | -9.8% | -1.4% |
| 6M | -36.6% | +83.2% | -119.8% | -60.1% |
| YTD | -47.8% | +65.1% | -112.8% | -65.4% |
| 1Y | -45.2% | +41.6% | -86.9% | -59.1% |
| 3Y | -3.3% | +95.6% | -98.8% | -49.3% |
| All | -52.1% | +68.1% | -120.2% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling