-30.8%
TSLL vs BRKR
+75.9%
-106.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +6.1% | -8.7% | +14.8% | +9.0% |
| 30D | +20.6% | -9.9% | +30.5% | +24.5% |
| 3M | -25.4% | -3.1% | -22.3% | -27.2% |
| 6M | -34.2% | +45.5% | -79.7% | -45.9% |
| YTD | -48.4% | +13.7% | -62.1% | -54.1% |
| 1Y | -30.8% | +67.4% | -98.3% | -41.2% |
| All | -30.8% | +75.9% | -106.8% | -41.2% |
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