-51.7%
TSLL vs BND
+8.3%
-60.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +2.3% |
| 7D | -11.0% | -0.1% | -10.9% | -11.1% |
| 30D | -5.3% | +1.3% | -6.6% | -8.3% |
| 3M | +20.8% | -0.7% | +21.5% | +22.4% |
| 6M | -36.0% | -1.6% | -34.4% | -33.5% |
| YTD | -47.3% | -1.0% | -46.3% | -45.8% |
| 1Y | -48.4% | -0.7% | -47.8% | -47.2% |
| 3Y | -5.4% | +14.1% | -19.5% | -26.7% |
| All | -51.7% | +8.3% | -60.0% | -58.1% |
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