-6.4%
TSLL vs BBY
+89.3%
-95.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -4.1% |
| 7D | +17.8% | +4.5% | +13.4% | +15.1% |
| 30D | +8.2% | +16.8% | -8.6% | -1.8% |
| 3M | +20.9% | +23.2% | -2.3% | +4.3% |
| 6M | -37.5% | +91.9% | -129.4% | -60.3% |
| YTD | -44.5% | +61.6% | -106.1% | -61.3% |
| 1Y | -33.0% | +43.9% | -76.8% | -49.0% |
| 3Y | -6.4% | +88.6% | -95.0% | -47.8% |
| All | -6.4% | +89.3% | -95.7% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling