-20.8%
TSLL vs BG
+50.6%
-71.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.4% | +3.5% | +8.6% |
| 7D | +5.8% | +2.4% | +3.4% | +6.1% |
| 30D | +21.7% | +15.0% | +6.7% | +24.6% |
| 3M | -28.2% | -0.7% | -27.6% | -27.3% |
| 6M | -29.5% | +7.5% | -37.0% | -28.0% |
| YTD | -47.5% | +41.6% | -89.1% | -44.7% |
| 1Y | -20.8% | +50.7% | -71.4% | -17.7% |
| All | -20.8% | +50.6% | -71.4% | -17.7% |
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