-46.0%
TSLL vs BRO
-3.8%
-42.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.5% | -3.3% |
| 7D | -9.4% | +12.2% | -21.6% | -1.4% |
| 30D | +1.6% | +21.3% | -19.7% | +17.5% |
| 3M | +29.4% | +4.1% | +25.3% | +35.3% |
| 6M | -20.1% | +28.9% | -49.0% | -1.7% |
| YTD | -44.5% | -6.6% | -37.9% | -33.0% |
| 1Y | -46.0% | -5.6% | -40.5% | -33.9% |
| All | -46.0% | -3.8% | -42.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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