-46.0%
TSLL vs BIYA
-98.4%
+52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.1% | -6.4% |
| 7D | -9.4% | -4.0% | -5.4% | -9.5% |
| 30D | +1.6% | -15.0% | +16.6% | +1.8% |
| 3M | +29.4% | -58.1% | +87.5% | +27.2% |
| 6M | -20.1% | -90.0% | +69.9% | -22.2% |
| YTD | -44.5% | -96.9% | +52.4% | -46.2% |
| 1Y | -46.0% | -98.2% | +52.2% | -48.7% |
| All | -46.0% | -98.4% | +52.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling