-49.1%
TSLL vs BR
+24.0%
-73.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +17.8% | +1.1% | +16.8% | +17.1% |
| 30D | +8.2% | +14.4% | -6.1% | -2.8% |
| 3M | +20.9% | +12.4% | +8.4% | +9.6% |
| 6M | -37.5% | +35.4% | -72.9% | -52.7% |
| YTD | -44.5% | -12.2% | -32.3% | -35.9% |
| 1Y | -33.0% | -12.7% | -20.2% | -22.3% |
| 3Y | -6.4% | +14.3% | -20.6% | -17.6% |
| All | -49.1% | +24.0% | -73.2% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling