-46.0%
TSLL vs BNY
+45.2%
-91.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.3% | -8.6% | -7.7% |
| 7D | -9.4% | +2.8% | -12.2% | -11.1% |
| 30D | +1.6% | +6.7% | -5.1% | -2.5% |
| 3M | +29.4% | -2.2% | +31.6% | +29.8% |
| 6M | -20.1% | +16.8% | -36.9% | -29.8% |
| YTD | -44.5% | +33.9% | -78.4% | -58.0% |
| 1Y | -46.0% | +43.9% | -89.9% | -64.8% |
| All | -46.0% | +45.2% | -91.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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