-26.7%
TSLL vs BKR
+82.1%
-108.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.3% |
| 7D | +5.8% | +0.4% | +5.4% | +5.3% |
| 30D | +21.7% | +3.9% | +17.9% | +17.3% |
| 3M | -28.2% | -1.1% | -27.2% | -27.9% |
| 6M | -29.5% | +7.6% | -37.1% | -36.8% |
| YTD | -47.5% | +41.9% | -89.4% | -66.4% |
| 1Y | -20.8% | +42.2% | -63.0% | -49.8% |
| 3Y | -26.7% | +84.3% | -111.0% | -64.6% |
| All | -26.7% | +82.1% | -108.8% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling