-56.8%
TSLL vs BBY
+57.5%
-114.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.5% |
| 7D | -21.2% | +4.2% | -25.4% | -23.4% |
| 30D | -13.3% | +17.8% | -31.1% | -23.2% |
| 3M | +15.4% | +25.8% | -10.4% | -4.0% |
| 6M | -34.2% | +73.8% | -108.1% | -57.4% |
| YTD | -52.9% | +54.7% | -107.6% | -67.6% |
| 1Y | -54.3% | +33.4% | -87.7% | -64.7% |
| 3Y | -18.4% | +72.2% | -90.6% | -53.0% |
| All | -56.8% | +57.5% | -114.4% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling