-49.1%
TSLL vs BG
+18.0%
-67.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.4% |
| 7D | +17.8% | +2.6% | +15.3% | +16.6% |
| 30D | +8.2% | -6.7% | +14.9% | +11.2% |
| 3M | +20.9% | -9.3% | +30.1% | +24.5% |
| 6M | -37.5% | -18.3% | -19.2% | -32.7% |
| YTD | -44.5% | +16.2% | -60.7% | -53.0% |
| 1Y | -33.0% | +7.6% | -40.6% | -40.7% |
| 3Y | -6.4% | +6.6% | -12.9% | -23.0% |
| All | -49.1% | +18.0% | -67.1% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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