-33.3%
TSLL vs BR
-1.3%
-32.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.5% | -9.5% |
| 7D | +1.9% | -5.3% | +7.2% | +6.0% |
| 30D | +17.8% | +6.4% | +11.3% | +13.5% |
| 3M | -37.0% | +13.6% | -50.7% | -42.4% |
| 6M | -37.7% | -6.7% | -31.0% | -32.1% |
| YTD | -51.4% | -21.1% | -30.3% | -34.5% |
| 1Y | -23.4% | -29.6% | +6.2% | +20.3% |
| All | -33.3% | -1.3% | -32.0% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling