-60.9%
TSLL vs BIL
+3.0%
-63.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.8% |
| 7D | -28.9% | -0.3% | -28.6% | -30.2% |
| 30D | -21.4% | 0.0% | -21.4% | -21.2% |
| 3M | +5.0% | +0.3% | +4.7% | +24.6% |
| 6M | -36.6% | +1.2% | -37.8% | +2.6% |
| YTD | -56.6% | +2.4% | -59.1% | -8.8% |
| 1Y | -60.9% | +3.0% | -63.9% | +13.5% |
| All | -60.9% | +3.0% | -63.9% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling