-51.9%
TSLL vs BR
+8.7%
-60.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.3% | +9.7% |
| 7D | +5.8% | -5.9% | +11.7% | +11.0% |
| 30D | +21.7% | +1.9% | +19.8% | +20.3% |
| 3M | -28.2% | +14.7% | -42.9% | -36.3% |
| 6M | -29.5% | -12.8% | -16.7% | -20.3% |
| YTD | -47.5% | -23.0% | -24.5% | -32.3% |
| 1Y | -20.8% | -31.7% | +10.9% | +16.7% |
| 3Y | -26.7% | -4.8% | -22.0% | -23.9% |
| All | -51.9% | +8.7% | -60.6% | -56.7% |
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