-3.3%
TSLL vs BEN
+77.1%
-80.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +4.1% |
| 7D | -14.3% | +12.2% | -26.5% | -23.4% |
| 30D | -6.2% | +12.1% | -18.2% | -16.1% |
| 3M | +21.2% | +7.3% | +13.9% | +12.7% |
| 6M | -36.6% | +17.9% | -54.5% | -46.0% |
| YTD | -47.8% | +55.4% | -103.2% | -67.2% |
| 1Y | -45.2% | +69.3% | -114.6% | -68.5% |
| 3Y | -3.3% | +82.8% | -86.1% | -50.5% |
| All | -3.3% | +77.1% | -80.4% | -50.5% |
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