-55.4%
TSLL vs BHP
+111.8%
-167.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.5% |
| 7D | +1.9% | -2.9% | +4.8% | +4.9% |
| 30D | +17.8% | +3.4% | +14.4% | +13.6% |
| 3M | -37.0% | +4.1% | -41.1% | -39.1% |
| 6M | -37.7% | +20.6% | -58.3% | -48.0% |
| YTD | -51.4% | +56.1% | -107.4% | -69.6% |
| 1Y | -23.4% | +69.6% | -93.0% | -56.1% |
| 3Y | -30.8% | +78.8% | -109.6% | -62.1% |
| All | -55.4% | +111.8% | -167.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling