-55.4%
TSLL vs BKR
+181.9%
-237.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.7% |
| 7D | +1.9% | +1.7% | +0.1% | +0.5% |
| 30D | +17.8% | +3.3% | +14.4% | +14.5% |
| 3M | -37.0% | -3.6% | -33.4% | -35.1% |
| 6M | -37.7% | +5.0% | -42.7% | -41.7% |
| YTD | -51.4% | +40.9% | -92.3% | -65.4% |
| 1Y | -23.4% | +39.2% | -62.6% | -45.0% |
| 3Y | -30.8% | +83.7% | -114.5% | -57.2% |
| All | -55.4% | +181.9% | -237.3% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling