-18.4%
TSLL vs BR
+13.3%
-31.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.5% | +9.5% |
| 7D | -21.2% | +6.5% | -27.7% | -24.2% |
| 30D | -13.3% | +18.9% | -32.2% | -22.2% |
| 3M | +15.4% | +16.3% | -0.9% | +4.9% |
| 6M | -34.2% | +26.2% | -60.4% | -44.5% |
| YTD | -52.9% | -13.1% | -39.8% | -40.9% |
| 1Y | -54.3% | -10.5% | -43.9% | -45.6% |
| 3Y | -18.4% | +13.3% | -31.7% | -29.3% |
| All | -18.4% | +13.3% | -31.6% | -29.3% |
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