-48.4%
TSLL vs BP
+28.1%
-76.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.0% | -6.3% | -4.7% | -14.0% |
| 30D | -5.3% | -3.6% | -1.7% | -7.0% |
| 3M | +20.8% | +5.2% | +15.6% | +24.1% |
| 6M | -36.0% | +5.3% | -41.3% | -32.2% |
| YTD | -47.3% | +33.1% | -80.4% | -43.9% |
| 1Y | -48.4% | +26.3% | -74.7% | -41.8% |
| All | -48.4% | +28.1% | -76.5% | -41.8% |
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