-20.8%
TSLL vs BNS
+49.3%
-70.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +9.4% |
| 7D | +5.8% | +1.8% | +4.0% | +3.5% |
| 30D | +21.7% | +4.5% | +17.2% | +13.3% |
| 3M | -28.2% | +15.8% | -44.0% | -41.9% |
| 6M | -29.5% | +31.5% | -60.9% | -52.2% |
| YTD | -47.5% | +28.6% | -76.2% | -63.5% |
| 1Y | -20.8% | +48.2% | -69.0% | -41.9% |
| All | -20.8% | +49.3% | -70.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling