-48.4%
TSLL vs BMY
+40.5%
-89.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -11.0% | +1.8% | -12.8% | -11.0% |
| 30D | -5.3% | +6.2% | -11.5% | -5.8% |
| 3M | +20.8% | -2.1% | +23.0% | +22.3% |
| 6M | -36.0% | +14.3% | -50.3% | -37.7% |
| YTD | -47.3% | +21.6% | -68.9% | -51.9% |
| 1Y | -48.4% | +38.8% | -87.2% | -58.6% |
| All | -48.4% | +40.5% | -89.0% | -58.6% |
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