-39.7%
TSLL vs BN
-9.6%
-30.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.4% |
| 7D | +33.0% | -0.3% | +33.3% | +33.3% |
| 30D | +7.7% | +13.6% | -5.9% | -5.8% |
| 3M | +34.7% | -6.7% | +41.4% | +45.7% |
| 6M | -31.5% | -9.0% | -22.5% | -23.5% |
| YTD | -42.4% | -8.8% | -33.6% | -38.0% |
| 1Y | -39.7% | -10.6% | -29.1% | -33.1% |
| All | -39.7% | -9.6% | -30.1% | -33.1% |
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