-53.1%
TSLL vs BKR
+163.7%
-216.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | +2.7% |
| 7D | -7.3% | -6.7% | -0.7% | -2.4% |
| 30D | +15.8% | -8.3% | +24.1% | +23.4% |
| 3M | -19.5% | -5.4% | -14.1% | -16.6% |
| 6M | -32.1% | +0.8% | -32.9% | -34.7% |
| YTD | -48.9% | +31.8% | -80.7% | -61.8% |
| 1Y | -23.4% | +28.6% | -52.0% | -41.4% |
| 3Y | -28.6% | +71.2% | -99.8% | -53.5% |
| All | -53.1% | +163.7% | -216.8% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling