-56.8%
TSLL vs BND
+9.0%
-65.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.8% |
| 7D | -21.2% | 0.0% | -21.3% | -21.4% |
| 30D | -13.3% | +2.3% | -15.6% | -17.7% |
| 3M | +15.4% | -0.2% | +15.6% | +15.8% |
| 6M | -34.2% | -1.0% | -33.3% | -32.6% |
| YTD | -52.9% | -0.4% | -52.5% | -52.2% |
| 1Y | -54.3% | -0.1% | -54.2% | -53.8% |
| 3Y | -18.4% | +15.1% | -33.5% | -37.7% |
| All | -56.8% | +9.0% | -65.8% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling