-41.6%
TSLL vs BG
+7.0%
-48.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +6.1% |
| 7D | +0.5% | +3.4% | -2.9% | +1.9% |
| 30D | +2.7% | -3.8% | +6.4% | +1.9% |
| 3M | +26.3% | -9.6% | +35.8% | +23.4% |
| 6M | -37.2% | -19.5% | -17.7% | -39.6% |
| YTD | -44.2% | +14.6% | -58.9% | -30.6% |
| All | -41.6% | +7.0% | -48.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling