-51.7%
TSLL vs BITO
+154.7%
-206.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +2.0% |
| 7D | -11.0% | -5.6% | -5.4% | -6.9% |
| 30D | -5.3% | -11.0% | +5.7% | +3.2% |
| 3M | +20.8% | +13.6% | +7.2% | +11.2% |
| 6M | -36.0% | -10.1% | -25.9% | -30.3% |
| YTD | -47.3% | -18.6% | -28.7% | -39.2% |
| 1Y | -48.4% | -33.1% | -15.4% | -32.6% |
| 3Y | -5.4% | +63.0% | -68.4% | -14.0% |
| All | -51.7% | +154.7% | -206.4% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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