-23.4%
TSLL vs BRO
-27.9%
+4.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.5% |
| 7D | -7.3% | -8.6% | +1.3% | -12.5% |
| 30D | +15.8% | -6.9% | +22.7% | +10.5% |
| 3M | -19.5% | +10.5% | -29.9% | -13.0% |
| 6M | -32.1% | -2.8% | -29.3% | -27.1% |
| YTD | -48.9% | -16.1% | -32.7% | -46.3% |
| 1Y | -23.4% | -27.6% | +4.2% | -19.2% |
| All | -23.4% | -27.9% | +4.5% | -19.2% |
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