-51.9%
TSLL vs BLK
+74.6%
-126.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.9% | +9.8% | +10.6% |
| 7D | +5.8% | -2.4% | +8.2% | +9.5% |
| 30D | +21.7% | -3.1% | +24.8% | +27.3% |
| 3M | -28.2% | +10.7% | -38.9% | -38.3% |
| 6M | -29.5% | +15.9% | -45.3% | -43.3% |
| YTD | -47.5% | +4.0% | -51.6% | -51.1% |
| 1Y | -20.8% | +1.3% | -22.0% | -24.1% |
| 3Y | -26.7% | +69.6% | -96.3% | -59.8% |
| All | -51.9% | +74.6% | -126.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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