-48.9%
TSLL vs BNS
+44.0%
-92.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +8.1% |
| 7D | -14.3% | -0.8% | -13.5% | -11.8% |
| 30D | -6.2% | +5.5% | -11.7% | -11.5% |
| 3M | +21.2% | +6.0% | +15.2% | +11.6% |
| 6M | -36.6% | +22.6% | -59.2% | -53.1% |
| YTD | -47.8% | +30.5% | -78.2% | -65.9% |
| All | -48.9% | +44.0% | -92.9% | -68.0% |
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