-51.7%
TSLL vs BP
+80.3%
-132.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | -6.3% | -4.7% | -8.4% |
| 30D | -5.3% | -3.6% | -1.7% | -4.4% |
| 3M | +20.8% | +5.2% | +15.6% | +16.7% |
| 6M | -36.0% | +5.3% | -41.3% | -39.2% |
| YTD | -47.3% | +33.1% | -80.4% | -59.0% |
| 1Y | -48.4% | +26.3% | -74.7% | -58.5% |
| 3Y | -5.4% | +47.5% | -53.0% | -33.4% |
| All | -51.7% | +80.3% | -132.0% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling