-56.8%
TSLL vs BN
+58.6%
-115.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.9% | +9.6% | +9.9% |
| 7D | -21.2% | +5.3% | -26.6% | -27.4% |
| 30D | -13.3% | +11.9% | -25.2% | -27.1% |
| 3M | +15.4% | -5.7% | +21.1% | +24.4% |
| 6M | -34.2% | -10.6% | -23.6% | -23.4% |
| YTD | -52.9% | -9.4% | -43.5% | -47.0% |
| 1Y | -54.3% | -8.8% | -45.6% | -49.1% |
| 3Y | -18.4% | +95.6% | -114.0% | -60.8% |
| All | -56.8% | +58.6% | -115.5% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling