-18.4%
TSLL vs BG
+1.9%
-20.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.1% | +8.4% |
| 7D | -21.2% | +2.5% | -23.8% | -22.1% |
| 30D | -13.3% | -6.1% | -7.2% | -11.9% |
| 3M | +15.4% | -8.5% | +23.9% | +17.5% |
| 6M | -34.2% | -20.4% | -13.8% | -29.0% |
| YTD | -52.9% | +13.3% | -66.2% | -60.1% |
| 1Y | -54.3% | +7.3% | -61.6% | -60.2% |
| 3Y | -18.4% | +2.6% | -20.9% | -39.3% |
| All | -18.4% | +1.9% | -20.3% | -39.3% |
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