-37.7%
TSLL vs BLK
+7.1%
-44.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.5% |
| 7D | +1.9% | -3.6% | +5.5% | +6.1% |
| 30D | +17.8% | -1.0% | +18.8% | +19.2% |
| 3M | -37.0% | +10.4% | -47.4% | -41.8% |
| 6M | -37.7% | +8.2% | -45.8% | -39.5% |
| All | -37.7% | +7.1% | -44.7% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling