-56.8%
TSLL vs BMY
+0.8%
-57.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.2% | +8.8% |
| 7D | -21.2% | -0.5% | -20.7% | -21.1% |
| 30D | -13.3% | +4.1% | -17.4% | -13.6% |
| 3M | +15.4% | -2.1% | +17.5% | +15.8% |
| 6M | -34.2% | +12.2% | -46.4% | -34.9% |
| YTD | -52.9% | +20.3% | -73.2% | -53.7% |
| 1Y | -54.3% | +39.2% | -93.5% | -55.8% |
| 3Y | -18.4% | +35.6% | -54.0% | -16.9% |
| All | -56.8% | +0.8% | -57.6% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling