-55.4%
TSLL vs BR
+11.4%
-66.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.5% | -9.3% |
| 7D | +1.9% | -5.3% | +7.2% | +6.5% |
| 30D | +17.8% | +6.4% | +11.3% | +12.9% |
| 3M | -37.0% | +13.6% | -50.7% | -43.3% |
| 6M | -37.7% | -6.7% | -31.0% | -33.9% |
| YTD | -51.4% | -21.1% | -30.3% | -38.3% |
| 1Y | -23.4% | -29.6% | +6.2% | +10.1% |
| 3Y | -30.8% | -2.4% | -28.4% | -29.3% |
| All | -55.4% | +11.4% | -66.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling