-51.9%
TSLL vs BITO
+173.8%
-225.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.9% | +9.7% | +9.2% |
| 7D | +5.8% | +1.5% | +4.2% | +5.0% |
| 30D | +21.7% | +20.0% | +1.7% | +7.6% |
| 3M | -28.2% | +22.8% | -51.0% | -36.9% |
| 6M | -29.5% | +13.1% | -42.5% | -34.1% |
| YTD | -47.5% | -12.5% | -35.1% | -42.5% |
| 1Y | -20.8% | -32.6% | +11.8% | +3.2% |
| 3Y | -26.7% | +151.0% | -177.8% | -46.8% |
| All | -51.9% | +173.8% | -225.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling