-60.3%
TSLL vs BN
+60.1%
-120.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.1% | -18.8% | -17.5% |
| 7D | -28.9% | +5.7% | -34.6% | -34.7% |
| 30D | -21.4% | +12.0% | -33.4% | -33.9% |
| 3M | +5.0% | -6.1% | +11.0% | +13.9% |
| 6M | -36.6% | -8.6% | -28.0% | -28.4% |
| YTD | -56.6% | -8.5% | -48.1% | -51.8% |
| 1Y | -60.9% | -8.4% | -52.4% | -56.5% |
| 3Y | -25.2% | +92.3% | -117.5% | -63.4% |
| All | -60.3% | +60.1% | -120.3% | -75.2% |
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