-47.2%
TSLL vs BROS
-24.0%
-23.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.7% | +7.1% | +5.3% |
| 7D | +33.0% | -2.5% | +35.5% | +34.5% |
| 30D | +7.7% | -11.2% | +18.9% | +15.1% |
| 3M | +34.7% | -33.9% | +68.7% | +65.2% |
| 6M | -31.5% | -33.5% | +2.0% | -19.6% |
| YTD | -42.4% | -44.9% | +2.6% | -27.4% |
| 1Y | -39.7% | -41.5% | +1.8% | -27.1% |
| 3Y | +3.4% | +22.4% | -19.1% | -15.8% |
| All | -47.2% | -24.0% | -23.2% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling