-6.4%
TSLL vs BEN
+86.4%
-92.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.2% |
| 7D | +17.8% | +6.8% | +11.1% | +10.0% |
| 30D | +8.2% | +18.0% | -9.7% | -8.5% |
| 3M | +20.9% | +7.5% | +13.4% | +12.0% |
| 6M | -37.5% | +14.7% | -52.2% | -45.5% |
| YTD | -44.5% | +56.1% | -100.6% | -65.5% |
| 1Y | -33.0% | +69.6% | -102.5% | -61.9% |
| 3Y | -6.4% | +87.7% | -94.0% | -54.6% |
| All | -6.4% | +86.4% | -92.7% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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