-46.0%
TSLL vs BKR
+5.7%
-51.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.5% | -0.8% | -4.5% |
| 7D | -9.4% | -8.8% | -0.7% | -6.7% |
| 30D | +1.6% | -13.1% | +14.7% | +6.2% |
| 3M | +29.4% | -18.9% | +48.3% | +37.6% |
| 6M | -20.1% | -27.2% | +7.1% | -14.0% |
| YTD | -44.5% | +10.7% | -55.2% | -46.4% |
| 1Y | -46.0% | +9.7% | -55.7% | -49.7% |
| All | -46.0% | +5.7% | -51.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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