-2.8%
TSLL vs BG
+4.7%
-7.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +33.0% | +1.5% | +31.5% | +32.4% |
| 30D | +7.7% | -7.0% | +14.7% | +10.3% |
| 3M | +34.7% | -10.0% | +44.7% | +38.5% |
| 6M | -31.5% | -19.8% | -11.7% | -26.1% |
| YTD | -42.4% | +14.3% | -56.6% | -51.4% |
| 1Y | -39.7% | +6.5% | -46.2% | -47.0% |
| All | -2.8% | +4.7% | -7.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling