-23.4%
TSLL vs BRO
-24.4%
+1.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -12.9% |
| 7D | +1.9% | -2.6% | +4.5% | +0.1% |
| 30D | +17.8% | +0.9% | +16.9% | +18.3% |
| 3M | -37.0% | +24.8% | -61.8% | -26.5% |
| 6M | -37.7% | -0.1% | -37.6% | -30.8% |
| YTD | -51.4% | -9.7% | -41.7% | -46.7% |
| 1Y | -23.4% | -24.5% | +1.1% | -16.8% |
| All | -23.4% | -24.4% | +1.1% | -16.8% |
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