-52.1%
TSLL vs BMY
+0.8%
-52.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | -1.4% | -12.9% | -14.2% |
| 30D | -6.2% | +5.1% | -11.3% | -6.5% |
| 3M | +21.2% | -3.0% | +24.2% | +21.7% |
| 6M | -36.6% | +13.1% | -49.6% | -37.3% |
| YTD | -47.8% | +20.3% | -68.1% | -48.7% |
| 1Y | -45.2% | +39.0% | -84.2% | -46.9% |
| 3Y | -3.3% | +42.0% | -45.2% | -3.2% |
| All | -52.1% | +0.8% | -52.9% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling