-23.4%
TSLL vs BN
-6.5%
-16.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.5% |
| 7D | +1.9% | -2.5% | +4.4% | +5.1% |
| 30D | +17.8% | -9.5% | +27.3% | +32.1% |
| 3M | -37.0% | -10.4% | -26.6% | -28.1% |
| 6M | -37.7% | -6.4% | -31.3% | -32.4% |
| YTD | -51.4% | -11.9% | -39.5% | -44.7% |
| 1Y | -23.4% | -8.6% | -14.7% | -14.6% |
| All | -23.4% | -6.5% | -16.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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