+5.0%
TSLL vs BIYA
-99.9%
+104.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.7% |
| 7D | -21.2% | -10.5% | -10.7% | -21.4% |
| 30D | -13.3% | -51.7% | +38.4% | -14.6% |
| 3M | +15.4% | -60.8% | +76.2% | +13.6% |
| 6M | -34.2% | -90.6% | +56.4% | -35.4% |
| YTD | -52.9% | -97.1% | +44.2% | -53.6% |
| 1Y | -54.3% | -99.1% | +44.7% | -55.9% |
| All | +5.0% | -99.9% | +104.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling