-52.7%
TSLL vs BRKR
-12.9%
-39.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +6.1% | -8.7% | +14.8% | +10.0% |
| 30D | +20.6% | -9.9% | +30.5% | +25.9% |
| 3M | -25.4% | -3.1% | -22.3% | -27.0% |
| 6M | -34.2% | +45.5% | -79.7% | -47.0% |
| YTD | -48.4% | +13.7% | -62.1% | -53.9% |
| 1Y | -30.8% | +67.4% | -98.3% | -49.0% |
| 3Y | -37.4% | -13.2% | -24.2% | -44.6% |
| All | -52.7% | -12.9% | -39.9% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling