-51.9%
TSLL vs BLK
+73.7%
-125.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +11.3% |
| 7D | +5.8% | -2.9% | +8.7% | +10.2% |
| 30D | +21.7% | -3.6% | +25.3% | +28.1% |
| 3M | -28.2% | +10.1% | -38.3% | -37.9% |
| 6M | -29.5% | +15.3% | -44.7% | -43.0% |
| YTD | -47.5% | +3.5% | -51.0% | -50.8% |
| 1Y | -20.8% | +0.7% | -21.5% | -23.6% |
| 3Y | -26.7% | +68.7% | -95.4% | -59.5% |
| All | -51.9% | +73.7% | -125.7% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling