-51.9%
TSLL vs BBY
+39.8%
-91.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.6% |
| 7D | +5.8% | +8.1% | -2.3% | -0.2% |
| 30D | +21.7% | +8.9% | +12.8% | +13.3% |
| 3M | -28.2% | +22.0% | -50.3% | -38.3% |
| 6M | -29.5% | +37.8% | -67.3% | -45.7% |
| YTD | -47.5% | +37.3% | -84.8% | -60.3% |
| 1Y | -20.8% | +21.6% | -42.3% | -33.8% |
| 3Y | -26.7% | +41.5% | -68.2% | -50.4% |
| All | -51.9% | +39.8% | -91.7% | -68.9% |
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