-36.4%
TSLL vs BRO
-4.9%
-31.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.5% | +12.4% | +7.8% |
| 7D | +5.8% | -5.4% | +11.2% | +5.8% |
| 30D | +21.7% | -4.3% | +26.0% | +21.6% |
| 3M | -28.2% | +17.8% | -46.1% | -30.1% |
| 6M | -29.5% | -6.8% | -22.7% | -26.0% |
| YTD | -47.5% | -13.8% | -33.7% | -43.1% |
| 1Y | -20.8% | -27.8% | +7.0% | -5.8% |
| All | -36.4% | -4.9% | -31.5% | -24.7% |
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