-34.2%
TSLL vs BR
+27.1%
-61.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.5% | +7.5% |
| 7D | -21.2% | +6.5% | -27.7% | -18.4% |
| 30D | -13.3% | +18.9% | -32.2% | -6.1% |
| 3M | +15.4% | +16.3% | -0.9% | +26.2% |
| 6M | -34.2% | +26.2% | -60.4% | -20.1% |
| All | -34.2% | +27.1% | -61.4% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling