-51.7%
TSLL vs BIL
+19.6%
-71.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.1% |
| 7D | -11.0% | +0.1% | -11.1% | -10.0% |
| 30D | -5.3% | 0.0% | -5.3% | -4.9% |
| 3M | +20.8% | +0.6% | +20.2% | +38.5% |
| 6M | -36.0% | +1.5% | -37.5% | -10.8% |
| YTD | -47.3% | +2.8% | -50.1% | -5.7% |
| 1Y | -48.4% | +3.3% | -51.8% | +2.7% |
| 3Y | -5.4% | +13.4% | -18.9% | +2,896.3% |
| All | -51.7% | +19.6% | -71.3% | +4,479.9% |
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