-55.4%
TSLL vs BIL
+19.2%
-74.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.1% |
| 7D | +1.9% | +0.1% | +1.8% | +3.9% |
| 30D | +17.8% | +0.3% | +17.4% | +26.2% |
| 3M | -37.0% | +0.9% | -38.0% | -22.6% |
| 6M | -37.7% | +1.8% | -39.5% | -8.6% |
| YTD | -51.4% | +2.4% | -53.8% | -19.6% |
| 1Y | -23.4% | +3.7% | -27.1% | +64.5% |
| 3Y | -30.8% | +14.2% | -44.9% | +2,517.1% |
| All | -55.4% | +19.2% | -74.6% | +3,791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling