-55.4%
TSLL vs BBY
+41.3%
-96.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.2% | -15.0% | -14.0% |
| 7D | +1.9% | +9.5% | -7.6% | -5.0% |
| 30D | +17.8% | +6.8% | +10.9% | +11.2% |
| 3M | -37.0% | +28.9% | -65.9% | -47.8% |
| 6M | -37.7% | +37.8% | -75.5% | -52.0% |
| YTD | -51.4% | +38.7% | -90.1% | -63.4% |
| 1Y | -23.4% | +23.7% | -47.1% | -36.8% |
| 3Y | -30.8% | +39.1% | -69.9% | -52.4% |
| All | -55.4% | +41.3% | -96.7% | -71.4% |
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