-51.9%
TSLL vs BDX
-4.8%
-47.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.1% | +10.9% | +9.3% |
| 7D | +5.8% | -4.3% | +10.1% | +7.9% |
| 30D | +21.7% | +1.3% | +20.4% | +21.1% |
| 3M | -28.2% | +20.2% | -48.5% | -35.0% |
| 6M | -29.5% | +8.6% | -38.1% | -32.4% |
| YTD | -47.5% | +19.0% | -66.5% | -52.4% |
| 1Y | -20.8% | +21.2% | -42.0% | -29.2% |
| 3Y | -26.7% | -9.7% | -17.0% | -24.7% |
| All | -51.9% | -4.8% | -47.1% | -49.1% |
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