-60.3%
TSLL vs BP
+80.8%
-141.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.0% | -19.9% | -21.1% |
| 7D | -28.9% | -11.2% | -17.7% | -25.3% |
| 30D | -21.4% | -0.7% | -20.7% | -21.8% |
| 3M | +5.0% | +9.8% | -4.8% | -0.6% |
| 6M | -36.6% | -1.6% | -35.0% | -37.4% |
| YTD | -56.6% | +33.5% | -90.1% | -66.3% |
| 1Y | -60.9% | +31.7% | -92.6% | -69.5% |
| 3Y | -25.2% | +45.1% | -70.4% | -47.0% |
| All | -60.3% | +80.8% | -141.1% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling