-48.9%
TSLL vs BG
+8.4%
-57.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +11.7% |
| 7D | -14.3% | +7.4% | -21.7% | -11.8% |
| 30D | -6.2% | -1.5% | -4.6% | -6.1% |
| 3M | +21.2% | -6.1% | +27.2% | +19.9% |
| 6M | -36.6% | -18.0% | -18.6% | -38.7% |
| YTD | -47.8% | +15.6% | -63.4% | -34.8% |
| All | -48.9% | +8.4% | -57.3% | -40.2% |
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