-33.0%
TSLL vs BHP
+46.1%
-79.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.5% |
| 7D | +17.8% | -0.5% | +18.3% | +18.5% |
| 30D | +8.2% | -4.5% | +12.8% | +13.4% |
| 3M | +20.9% | -6.9% | +27.7% | +29.7% |
| 6M | -37.5% | -10.6% | -26.9% | -31.2% |
| YTD | -44.5% | +37.2% | -81.7% | -47.4% |
| 1Y | -33.0% | +48.0% | -81.0% | -39.4% |
| All | -33.0% | +46.1% | -79.1% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling