-60.3%
TSLL vs BIL
+19.2%
-79.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.8% |
| 7D | -28.9% | -0.3% | -28.6% | -31.2% |
| 30D | -21.4% | 0.0% | -21.4% | -21.1% |
| 3M | +5.0% | +0.3% | +4.7% | +14.1% |
| 6M | -36.6% | +1.2% | -37.8% | -16.6% |
| YTD | -56.6% | +2.4% | -59.1% | -27.3% |
| 1Y | -60.9% | +3.0% | -63.9% | -25.9% |
| 3Y | -25.2% | +13.1% | -38.4% | +2,198.4% |
| All | -60.3% | +19.2% | -79.4% | +3,434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling