-52.1%
TSLL vs BR
+24.0%
-76.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.3% |
| 7D | -14.3% | +4.4% | -18.7% | -17.3% |
| 30D | -6.2% | +16.3% | -22.4% | -16.8% |
| 3M | +21.2% | +16.2% | +5.0% | +7.2% |
| 6M | -36.6% | +30.3% | -66.9% | -50.3% |
| YTD | -47.8% | -12.2% | -35.5% | -39.7% |
| 1Y | -45.2% | -11.3% | -34.0% | -37.9% |
| 3Y | -3.3% | +15.2% | -18.5% | -15.6% |
| All | -52.1% | +24.0% | -76.1% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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