-48.9%
TSLL vs BR
-10.8%
-38.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +11.3% |
| 7D | -14.3% | +4.4% | -18.7% | -12.8% |
| 30D | -6.2% | +16.3% | -22.4% | -1.8% |
| 3M | +21.2% | +16.2% | +5.0% | +27.7% |
| 6M | -36.6% | +30.3% | -66.9% | -28.5% |
| YTD | -47.8% | -12.2% | -35.5% | -36.1% |
| All | -48.9% | -10.8% | -38.1% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling