-35.3%
TSLL vs BDX
-10.5%
-24.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.5% | -10.3% | -11.1% |
| 7D | +1.9% | -2.5% | +4.4% | +3.1% |
| 30D | +17.8% | +8.3% | +9.5% | +13.9% |
| 3M | -37.0% | +24.4% | -61.4% | -43.5% |
| 6M | -37.7% | +9.2% | -46.9% | -39.8% |
| YTD | -51.4% | +22.7% | -74.1% | -56.2% |
| 1Y | -23.4% | +25.9% | -49.2% | -32.3% |
| All | -35.3% | -10.5% | -24.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling