-46.0%
TSLL vs BMY
+45.9%
-91.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -6.7% |
| 7D | -9.4% | +6.0% | -15.4% | -10.0% |
| 30D | +1.6% | +9.1% | -7.6% | +0.5% |
| 3M | +29.4% | -2.6% | +32.0% | +31.4% |
| 6M | -20.1% | +13.1% | -33.3% | -21.7% |
| YTD | -44.5% | +23.0% | -67.5% | -50.4% |
| 1Y | -46.0% | +45.6% | -91.6% | -60.3% |
| All | -46.0% | +45.9% | -91.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling