-55.4%
TSLL vs BNY
+324.6%
-380.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.3% |
| 7D | +1.9% | +1.4% | +0.5% | -0.1% |
| 30D | +17.8% | +3.8% | +13.9% | +10.5% |
| 3M | -37.0% | +14.9% | -51.9% | -49.1% |
| 6M | -37.7% | +40.3% | -78.0% | -63.0% |
| YTD | -51.4% | +43.8% | -95.1% | -72.8% |
| 1Y | -23.4% | +58.9% | -82.2% | -63.8% |
| 3Y | -30.8% | +290.4% | -321.2% | -88.6% |
| All | -55.4% | +324.6% | -380.0% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling