-3.4%
TSLL vs BIYA
-99.9%
+96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.6% | -14.3% | -22.0% |
| 7D | -28.9% | -10.6% | -18.3% | -29.1% |
| 30D | -21.4% | -19.4% | -2.0% | -21.4% |
| 3M | +5.0% | -61.5% | +66.5% | +3.3% |
| 6M | -36.6% | -91.5% | +55.0% | -37.8% |
| YTD | -56.6% | -97.2% | +40.5% | -57.3% |
| 1Y | -60.9% | -98.4% | +37.5% | -61.7% |
| All | -3.4% | -99.9% | +96.5% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling