-55.4%
TSLL vs BEN
+53.9%
-109.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.4% | -15.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.1% |
| 30D | +17.8% | -0.5% | +18.3% | +17.7% |
| 3M | -37.0% | +9.7% | -46.7% | -42.4% |
| 6M | -37.7% | +33.9% | -71.6% | -53.9% |
| YTD | -51.4% | +49.0% | -100.4% | -67.9% |
| 1Y | -23.4% | +42.1% | -65.5% | -47.2% |
| 3Y | -30.8% | +51.9% | -82.7% | -58.1% |
| All | -55.4% | +53.9% | -109.3% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling