-55.4%
TSLL vs BLK
+78.0%
-133.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.4% |
| 7D | +1.9% | -3.6% | +5.5% | +7.7% |
| 30D | +17.8% | -1.0% | +18.8% | +19.7% |
| 3M | -37.0% | +10.4% | -47.4% | -45.2% |
| 6M | -37.7% | +8.2% | -45.8% | -44.6% |
| YTD | -51.4% | +6.0% | -57.4% | -55.8% |
| 1Y | -23.4% | +3.3% | -26.7% | -28.6% |
| 3Y | -30.8% | +70.3% | -101.0% | -62.4% |
| All | -55.4% | +78.0% | -133.4% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling