-35.3%
TSLL vs BP
+33.2%
-68.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.1% |
| 7D | +1.9% | +3.9% | -2.0% | +0.1% |
| 30D | +17.8% | +7.6% | +10.1% | +13.7% |
| 3M | -37.0% | +0.7% | -37.7% | -37.4% |
| 6M | -37.7% | +15.5% | -53.2% | -46.3% |
| YTD | -51.4% | +30.8% | -82.2% | -62.6% |
| 1Y | -23.4% | +34.3% | -57.7% | -43.2% |
| All | -35.3% | +33.2% | -68.6% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling