-55.4%
TSLL vs BG
+37.8%
-93.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.3% |
| 7D | +1.9% | +2.8% | -0.9% | +0.3% |
| 30D | +17.8% | +12.0% | +5.7% | +10.5% |
| 3M | -37.0% | -7.7% | -29.3% | -34.9% |
| 6M | -37.7% | +4.5% | -42.2% | -41.2% |
| YTD | -51.4% | +35.7% | -87.1% | -61.4% |
| 1Y | -23.4% | +50.1% | -73.4% | -44.6% |
| 3Y | -30.8% | +12.6% | -43.4% | -43.2% |
| All | -55.4% | +37.8% | -93.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling