-46.0%
TSLL vs BRKR
+65.8%
-111.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.9% | -19.2% | -10.1% |
| 7D | -9.4% | +2.9% | -12.3% | -10.5% |
| 30D | +1.6% | -0.1% | +1.7% | +1.2% |
| 3M | +29.4% | +26.9% | +2.5% | +19.5% |
| 6M | -20.1% | +75.6% | -95.7% | -40.6% |
| YTD | -44.5% | +35.8% | -80.3% | -54.5% |
| 1Y | -46.0% | +58.6% | -104.7% | -56.5% |
| All | -46.0% | +65.8% | -111.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling