-48.9%
TSLL vs BMY
+39.1%
-88.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | -1.4% | -12.9% | -14.0% |
| 30D | -6.2% | +5.1% | -11.3% | -6.5% |
| 3M | +21.2% | -3.0% | +24.2% | +22.8% |
| 6M | -36.6% | +13.1% | -49.6% | -38.2% |
| YTD | -47.8% | +20.3% | -68.1% | -52.3% |
| All | -48.9% | +39.1% | -88.0% | -58.9% |
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