-52.1%
TSLL vs BIL
+19.6%
-71.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +11.2% |
| 7D | -14.3% | +0.1% | -14.4% | -13.3% |
| 30D | -6.2% | 0.0% | -6.1% | -5.9% |
| 3M | +21.2% | +0.6% | +20.6% | +38.8% |
| 6M | -36.6% | +1.5% | -38.1% | -11.7% |
| YTD | -47.8% | +2.8% | -50.5% | -6.7% |
| 1Y | -45.2% | +3.3% | -48.6% | +9.5% |
| 3Y | -3.3% | +13.4% | -16.7% | +2,983.5% |
| All | -52.1% | +19.6% | -71.7% | +4,464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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