+28.5%
TSLL vs BIYA
-99.9%
+128.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.3% |
| 7D | +33.0% | +10.0% | +23.0% | +33.2% |
| 30D | +7.7% | -17.7% | +25.4% | +7.2% |
| 3M | +34.7% | -55.0% | +89.7% | +33.0% |
| 6M | -31.5% | -85.1% | +53.6% | -32.1% |
| YTD | -42.4% | -96.9% | +54.5% | -43.2% |
| 1Y | -39.7% | -98.5% | +58.8% | -41.2% |
| All | +28.5% | -99.9% | +128.4% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling