-48.9%
TSLL vs BDX
+14.7%
-63.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.4% |
| 7D | +0.5% | +2.5% | -2.1% | -0.7% |
| 30D | +2.7% | +13.6% | -10.9% | -3.3% |
| 3M | +26.3% | +18.9% | +7.3% | +16.2% |
| 6M | -37.2% | +51.8% | -89.0% | -49.5% |
| YTD | -44.2% | +43.3% | -87.6% | -53.7% |
| 1Y | -44.0% | +48.0% | -91.9% | -54.5% |
| 3Y | 0.0% | +23.7% | -23.6% | -13.5% |
| All | -48.9% | +14.7% | -63.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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