-48.9%
TSLL vs BN
+61.2%
-110.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.9% |
| 7D | +0.5% | -2.4% | +2.9% | +5.2% |
| 30D | +2.7% | +13.5% | -10.9% | -15.3% |
| 3M | +26.3% | -5.9% | +32.2% | +36.9% |
| 6M | -37.2% | -8.9% | -28.3% | -28.6% |
| YTD | -44.2% | -7.9% | -36.4% | -38.6% |
| 1Y | -44.0% | -8.3% | -35.7% | -37.8% |
| 3Y | 0.0% | +100.8% | -100.7% | -53.5% |
| All | -48.9% | +61.2% | -110.1% | -68.4% |
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