-33.0%
TSLL vs BRO
-9.4%
-23.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -2.2% |
| 7D | +17.8% | -0.3% | +18.1% | +17.9% |
| 30D | +8.2% | +11.3% | -3.0% | +18.1% |
| 3M | +20.9% | +0.7% | +20.2% | +24.1% |
| 6M | -37.5% | +32.9% | -70.4% | -23.4% |
| YTD | -44.5% | -8.8% | -35.7% | -31.6% |
| 1Y | -33.0% | -9.2% | -23.7% | -17.2% |
| All | -33.0% | -9.4% | -23.6% | -17.2% |
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