+16.4%
TSLL vs BIYA
-99.9%
+116.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.4% | +9.6% | +10.9% |
| 7D | -14.3% | -7.8% | -6.5% | -14.5% |
| 30D | -6.2% | -38.5% | +32.4% | -7.1% |
| 3M | +21.2% | -59.5% | +80.7% | +19.4% |
| 6M | -36.6% | -89.2% | +52.6% | -37.5% |
| YTD | -47.8% | -97.1% | +49.3% | -48.6% |
| 1Y | -45.2% | -99.0% | +53.8% | -47.0% |
| All | +16.4% | -99.9% | +116.3% | +6.5% |
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