-52.1%
TSLL vs BN
+64.7%
-116.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +5.4% |
| 7D | -14.3% | +3.6% | -18.0% | -18.5% |
| 30D | -6.2% | +15.9% | -22.0% | -24.7% |
| 3M | +21.2% | -2.3% | +23.5% | +24.6% |
| 6M | -36.6% | -8.4% | -28.2% | -28.5% |
| YTD | -47.8% | -5.9% | -41.9% | -44.2% |
| 1Y | -45.2% | -5.6% | -39.6% | -41.6% |
| 3Y | -3.3% | +104.2% | -107.5% | -56.1% |
| All | -52.1% | +64.7% | -116.8% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling