-5.9%
TSLL vs BRO
+0.1%
-6.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.7% |
| 7D | +0.5% | -3.4% | +3.9% | 0.0% |
| 30D | +2.7% | +12.4% | -9.8% | +4.1% |
| 3M | +26.3% | +0.4% | +25.9% | +27.3% |
| 6M | -37.2% | +29.6% | -66.8% | -38.3% |
| YTD | -44.2% | -9.5% | -34.7% | -38.9% |
| 1Y | -44.0% | -9.9% | -34.1% | -38.5% |
| All | -5.9% | +0.1% | -6.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling