-51.9%
TSLL vs BG
+43.8%
-95.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.4% | +3.5% | +5.8% |
| 7D | +5.8% | +2.4% | +3.4% | +4.6% |
| 30D | +21.7% | +15.0% | +6.7% | +12.9% |
| 3M | -28.2% | -0.7% | -27.6% | -28.6% |
| 6M | -29.5% | +7.5% | -37.0% | -34.1% |
| YTD | -47.5% | +41.6% | -89.1% | -59.2% |
| 1Y | -20.8% | +50.7% | -71.4% | -42.2% |
| 3Y | -26.7% | +20.3% | -47.0% | -41.9% |
| All | -51.9% | +43.8% | -95.7% | -68.1% |
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