-18.4%
TSLL vs BITO
+78.4%
-96.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +9.1% |
| 7D | -21.2% | -1.5% | -19.8% | -19.7% |
| 30D | -13.3% | -9.5% | -3.8% | -5.2% |
| 3M | +15.4% | +16.2% | -0.8% | +2.6% |
| 6M | -34.2% | -9.0% | -25.3% | -28.2% |
| YTD | -52.9% | -16.2% | -36.8% | -45.7% |
| 1Y | -54.3% | -27.6% | -26.7% | -41.3% |
| 3Y | -18.4% | +78.6% | -97.0% | -12.9% |
| All | -18.4% | +78.4% | -96.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling