-23.4%
TSLL vs BROS
-35.3%
+11.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -11.9% |
| 7D | +1.9% | -6.7% | +8.6% | +2.7% |
| 30D | +17.8% | -29.1% | +46.8% | +22.7% |
| 3M | -37.0% | -16.7% | -20.3% | -36.0% |
| 6M | -37.7% | -11.6% | -26.1% | -38.1% |
| YTD | -51.4% | -23.9% | -27.5% | -51.5% |
| 1Y | -23.4% | -34.8% | +11.4% | -40.8% |
| All | -23.4% | -35.3% | +11.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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