-52.0%
TSLL vs BRKR
-11.2%
-40.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.5% | +2.6% |
| 7D | +5.1% | -7.8% | +12.9% | +8.6% |
| 30D | +20.0% | -3.4% | +23.3% | +21.7% |
| 3M | -23.8% | -4.8% | -18.9% | -24.6% |
| 6M | -30.3% | +46.7% | -77.0% | -44.0% |
| YTD | -47.7% | +15.8% | -63.5% | -53.6% |
| 1Y | -21.2% | +75.4% | -96.6% | -43.0% |
| 3Y | -26.9% | -10.3% | -16.6% | -36.2% |
| All | -52.0% | -11.2% | -40.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling