-37.2%
TSLL vs BNY
+18.0%
-55.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +4.9% |
| 7D | +0.5% | 0.0% | +0.5% | +1.0% |
| 30D | +2.7% | +7.4% | -4.7% | -0.1% |
| 3M | +26.3% | -4.3% | +30.6% | +28.1% |
| 6M | -37.2% | +16.2% | -53.4% | -41.1% |
| All | -37.2% | +18.0% | -55.2% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling