-46.0%
TSLL vs BP
+35.3%
-81.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.2% | -8.3% |
| 7D | -9.4% | -8.4% | -1.0% | -13.3% |
| 30D | +1.6% | +2.2% | -0.7% | +2.6% |
| 3M | +29.4% | +8.8% | +20.6% | +35.1% |
| 6M | -20.1% | -0.5% | -19.6% | -16.8% |
| YTD | -44.5% | +36.2% | -80.7% | -40.8% |
| 1Y | -46.0% | +36.6% | -82.6% | -44.9% |
| All | -46.0% | +35.3% | -81.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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