-56.8%
TSLL vs BP
+80.1%
-136.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | -21.2% | -11.6% | -9.6% | -17.1% |
| 30D | -13.3% | 0.0% | -13.3% | -14.0% |
| 3M | +15.4% | +6.7% | +8.6% | +10.7% |
| 6M | -34.2% | +2.2% | -36.4% | -36.5% |
| YTD | -52.9% | +33.0% | -85.9% | -63.3% |
| 1Y | -54.3% | +30.7% | -85.1% | -64.3% |
| 3Y | -18.4% | +44.2% | -62.6% | -42.0% |
| All | -56.8% | +80.1% | -136.9% | -72.4% |
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