-52.0%
TSLL vs BNY
+318.6%
-370.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +5.1% | +0.3% | +4.8% | +4.6% |
| 30D | +20.0% | +1.9% | +18.0% | +15.6% |
| 3M | -23.8% | +13.9% | -37.6% | -37.7% |
| 6M | -30.3% | +42.3% | -72.6% | -59.6% |
| YTD | -47.7% | +41.7% | -89.4% | -70.2% |
| 1Y | -21.2% | +57.8% | -79.0% | -62.4% |
| 3Y | -26.9% | +290.4% | -317.3% | -88.0% |
| All | -52.0% | +318.6% | -370.6% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling