-23.4%
TSLL vs BIYA
-98.3%
+74.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.1% | -11.9% |
| 7D | +1.9% | +1.3% | +0.5% | +1.9% |
| 30D | +17.8% | -21.0% | +38.7% | +17.1% |
| 3M | -37.0% | -74.3% | +37.3% | -37.6% |
| 6M | -37.7% | -84.6% | +47.0% | -37.6% |
| YTD | -51.4% | -94.2% | +42.8% | -51.6% |
| 1Y | -23.4% | -98.2% | +74.9% | -6.6% |
| All | -23.4% | -98.3% | +74.9% | -6.6% |
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