-52.1%
TSLL vs BND
+9.1%
-61.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.8% |
| 7D | -14.3% | +0.4% | -14.7% | -15.2% |
| 30D | -6.2% | +2.0% | -8.1% | -10.3% |
| 3M | +21.2% | -0.4% | +21.6% | +22.0% |
| 6M | -36.6% | -0.9% | -35.7% | -35.0% |
| YTD | -47.8% | -0.3% | -47.4% | -47.0% |
| 1Y | -45.2% | 0.0% | -45.2% | -44.6% |
| 3Y | -3.3% | +15.1% | -18.3% | -26.2% |
| All | -52.1% | +9.1% | -61.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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