-51.7%
TSLL vs BHP
+90.0%
-141.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +3.1% |
| 7D | -11.0% | +3.8% | -14.8% | -13.9% |
| 30D | -5.3% | -6.5% | +1.2% | +2.1% |
| 3M | +20.8% | -8.5% | +29.3% | +32.9% |
| 6M | -36.0% | -2.2% | -33.8% | -33.5% |
| YTD | -47.3% | +40.0% | -87.3% | -62.9% |
| 1Y | -48.4% | +51.3% | -99.8% | -66.7% |
| 3Y | -5.4% | +56.5% | -62.0% | -41.0% |
| All | -51.7% | +90.0% | -141.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling