-21.2%
TSLL vs BKR
+41.2%
-62.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +5.1% | -1.5% | +6.7% | +5.7% |
| 30D | +20.0% | -0.7% | +20.6% | +20.2% |
| 3M | -23.8% | +0.5% | -24.3% | -23.9% |
| 6M | -30.3% | +6.6% | -36.9% | -32.2% |
| YTD | -47.7% | +41.3% | -88.9% | -57.9% |
| 1Y | -21.2% | +42.2% | -63.4% | -32.6% |
| All | -21.2% | +41.2% | -62.3% | -32.6% |
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 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