-37.7%
TSLL vs BP
+15.6%
-53.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -11.4% |
| 7D | +1.9% | +3.9% | -2.0% | +5.1% |
| 30D | +17.8% | +7.6% | +10.1% | +25.4% |
| 3M | -37.0% | +0.7% | -37.7% | -34.8% |
| 6M | -37.7% | +15.5% | -53.2% | -26.1% |
| All | -37.7% | +15.6% | -53.3% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling