-55.4%
TSLL vs BMY
+7.3%
-62.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -11.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +17.8% | +5.0% | +12.7% | +17.3% |
| 3M | -37.0% | +19.4% | -56.4% | -38.0% |
| 6M | -37.7% | +9.5% | -47.2% | -38.0% |
| YTD | -51.4% | +28.1% | -79.4% | -52.5% |
| 1Y | -23.4% | +50.0% | -73.3% | -26.1% |
| 3Y | -30.8% | +24.1% | -54.9% | -26.4% |
| All | -55.4% | +7.3% | -62.7% | -52.8% |
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