-35.3%
TSLL vs BHP
+76.8%
-112.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.4% |
| 7D | +1.9% | -2.9% | +4.8% | +5.4% |
| 30D | +17.8% | +3.4% | +14.4% | +12.8% |
| 3M | -37.0% | +4.1% | -41.1% | -39.7% |
| 6M | -37.7% | +20.6% | -58.3% | -50.3% |
| YTD | -51.4% | +56.1% | -107.4% | -73.3% |
| 1Y | -23.4% | +69.6% | -93.0% | -62.7% |
| All | -35.3% | +76.8% | -112.1% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling