-21.2%
TSLL vs BBY
+20.2%
-41.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +5.1% | +1.2% | +3.9% | +4.6% |
| 30D | +20.0% | +6.8% | +13.2% | +16.9% |
| 3M | -23.8% | +18.7% | -42.5% | -28.0% |
| 6M | -30.3% | +37.3% | -67.6% | -37.0% |
| YTD | -47.7% | +35.3% | -83.0% | -53.0% |
| 1Y | -21.2% | +20.7% | -41.9% | -21.7% |
| All | -21.2% | +20.2% | -41.4% | -21.7% |
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