-33.0%
TSLL vs BIYA
-98.3%
+65.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | +9.0% | +8.8% | +18.0% |
| 30D | +8.2% | -12.9% | +21.2% | +7.9% |
| 3M | +20.9% | -54.7% | +75.5% | +19.4% |
| 6M | -37.5% | -85.1% | +47.6% | -38.6% |
| YTD | -44.5% | -96.9% | +52.4% | -43.7% |
| 1Y | -33.0% | -98.5% | +65.6% | -30.2% |
| All | -33.0% | -98.3% | +65.3% | -30.2% |
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